← Futures Positioning

10 YEAR ERIS SOFR SWAP

CHICAGO BOARD OF TRADE

RatesTraders in Financial Futures report

As of 2026-09-08 · 161 weeks of history · open interest 267,781 contracts

Speculators — Leveraged & Asset Managers

Crowded Short

-123,782

net contracts · -46.2% of open interest

25,978

Long

149,760

Short

COT Index (3yr): 6.9 · 6mo 31-3 wk/wk

Commercials — Dealers/Intermediaries

Neutral

+6,776

net contracts · +2.5% of open interest

25,312

Long

18,536

Short

COT Index (3yr): 58.7

Reading the COT Index

The COT Index shows where leveraged & asset managers' current net position sits within its 3-year range: 0 means the most net-short they've been in that window, 100the most net-long. Readings near the extremes are watched as potential turning points — but this is a description of positioning, not a prediction. "Leveraged & Asset Managers" is the speculator group and "Dealers/Intermediaries" the hedging group under the traders in financial futures report.

Recent History · last 26 weeks

WeekSpec NetSpec %OICOT IdxComm NetOpen Interest
2026-09-08-123,782-46.2%6.9+6,776267,781
2026-09-01-123,779-47.2%6.9+6,874262,217
2026-08-25-121,833-45.5%8.5+1,878267,597
2026-08-18-119,158-44.6%10.7+7,157267,172
2026-08-11-120,850-45.0%9.3+9,219268,664
2026-08-04-118,880-44.5%10.9+8,719267,301
2026-07-28-124,983-47.2%5.9+18,390264,717
2026-07-21-127,943-47.9%3.5+20,401267,318
2026-07-14-122,021-44.6%8.3+10,901273,853
2026-07-07-127,070-45.7%4.2+10,299278,258
2026-06-30-124,704-44.2%6.1+8,569281,945
2026-06-23-122,302-44.2%8.1+8,399276,764
2026-06-16-126,861-45.3%4.3+9,623280,257
2026-06-09-120,597-46.9%9.5+17,692257,039
2026-06-02-118,816-48.2%11+16,919246,650
2026-05-26-108,219-46.8%19.7+23,547231,346
2026-05-19-105,201-47.9%22.2+23,773219,677
2026-05-12-115,526-50.5%13.7+20,361228,975
2026-05-05-118,105-51.4%11.6+20,575229,606
2026-04-28-130,646-56.0%1.2+22,146233,124
2026-04-21-132,132-56.8%0+19,994232,748
2026-04-14-129,129-55.9%1.8+18,760230,890
2026-04-07-126,901-55.3%3.7+17,792229,399
2026-03-31-126,046-55.2%4.4+17,763228,342
2026-03-24-131,075-59.1%0.2+27,799221,724
2026-03-17-127,960-57.2%2.8+24,000223,738

Data is from the U.S. Commodity Futures Trading Commission's public Commitments of Traders (COT) reports. This is a data-visualization and educational tool showing historical trader positioning. It is not investment advice and is not a forecast of price. Positioning is not price — COT shows who held positions as of a past date and does not predict market direction; the popular idea of 'trading the COT' is widely debated. Figures reflect the prior Tuesday and are published Friday, so they are several days stale. Trader classifications come from self-reported CFTC Form 40 filings and can shift week to week. Category definitions differ across the Legacy, Disaggregated, and Financial Futures reports and are not directly comparable. A market drops off the report if it has fewer than 20 large traders. Historical values are never revised once published. Not affiliated with, authorized, or endorsed by the CFTC or any government agency.

10 YEAR ERIS SOFR SWAP — Futures Positioning (CFTC COT) | SEC Data Investor | SEC Data Investor