5 YEAR ERIS SOFR SWAP
CHICAGO BOARD OF TRADE · TFF report · Latest: 2026-06-02
Lev. Funds Net
-42,161
Asset Mgr Net
-3,369
Open Interest
171,859
COT Index (1Y)
47%
5 YEAR ERIS SOFR SWAP — Net Positioning
Recent Reports
| Date | OI | Lev Net | AM Net |
|---|---|---|---|
| 2026-06-02 | 171,859 | -42,161 | -3,369 |
| 2026-05-26 | 161,872 | -46,260 | -27,509 |
| 2026-05-19 | 163,857 | -46,913 | -27,237 |
| 2026-05-12 | 187,396 | -62,088 | 14,520 |
| 2026-05-05 | 190,301 | -64,115 | 16,556 |
| 2026-04-28 | 208,810 | -66,326 | 16,903 |
| 2026-04-21 | 204,653 | -70,004 | 16,540 |
| 2026-04-14 | 198,187 | -69,886 | 6,534 |
| 2026-04-07 | 194,154 | -68,636 | 6,593 |
| 2026-03-31 | 192,287 | -70,979 | 6,817 |
| 2026-03-24 | 185,469 | -60,653 | 17,437 |
| 2026-03-17 | 185,838 | -62,268 | 17,061 |
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