← Futures Positioning

7 YEAR ERIS SOFR SWAP

CHICAGO BOARD OF TRADE

RatesTraders in Financial Futures report

As of 2026-08-11 · 15 weeks of history · open interest 33,099 contracts

Speculators — Leveraged & Asset Managers

Crowded Short

+4,751

net contracts · +14.4% of open interest

9,924

Long

5,173

Short

COT Index (3yr): 0 · 6mo 0-5,978 wk/wk

Commercials — Dealers/Intermediaries

Crowded Long

-3,351

net contracts · -10.1% of open interest

2,925

Long

6,276

Short

COT Index (3yr): 100

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
2026-08-11+4,751+14.4%0-3,35133,099
2026-07-14+10,729+24.8%54.7-10,64243,218
2026-07-07+10,008+22.9%35.7-10,64243,623
2026-06-30+9,703+22.2%27.7-10,64243,699
2026-06-23+11,722+26.8%80.9-11,50443,775
2026-06-16+12,444+28.6%100-11,50443,502
2026-06-09+11,321+27.5%98.9-11,50441,108
2026-05-26+10,659+27.1%74.3-11,50439,388
2026-05-19+11,351+28.9%100-11,50439,261
2026-05-12+9,713+24.7%100-11,50439,321
2026-05-05+8,654+22.1%0-11,61739,123
2026-04-28+9,074+23.6%100-11,61738,482
2026-04-21+9,038+24.6%100-10,76736,785
2026-04-14+8,882+24.0%100-10,86737,008
2026-04-07+8,874+23.8%50-10,86737,299

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.

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