2 Year Eris Sofr Swap COT Report
Latest data as of 2026-10-06. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net long 20,790 contracts in 2 Year Eris Sofr Swap futures as of 2026-10-06, up 1,360 from the prior week. Commercial hedgers were net short 20,808 contracts, with total open interest of 229,875 contracts. The COT index stands at 100.0.
| Open interest | 229,875 |
| Non-commercial long | 192,603 |
| Non-commercial short | 171,813 |
| Non-commercial net | 20,790 |
| Commercial long | 190 |
| Commercial short | 20,998 |
| Commercial net | -20,808 |
| WoW change in non-commercial net | 1,360 |
| COT index | 100.0 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2026-10-06 | 0 | 20,790 | -20,808 |
| 2026-09-29 | 0 | 19,430 | -19,430 |
| 2026-09-22 | 0 | 19,058 | -19,054 |
| 2026-09-15 | 0 | 18,782 | -18,760 |
| 2026-09-08 | 0 | 18,819 | -18,795 |
| 2026-09-01 | 0 | 6,123 | -6,080 |
| 2026-08-25 | 0 | 5,926 | -5,902 |
| 2026-08-18 | 0 | 5,585 | -5,561 |
| 2026-08-11 | 0 | 5,368 | -5,344 |
| 2026-08-04 | 0 | 5,231 | -5,207 |
| 2026-07-28 | 0 | 5,118 | -5,094 |
| 2026-07-21 | 0 | 7,307 | -7,262 |
| 2026-07-14 | 0 | 6,982 | -6,948 |
| 2026-07-07 | 0 | 6,939 | -6,925 |
| 2026-06-30 | 0 | 6,893 | -6,875 |
| 2026-06-23 | 0 | 8,336 | -8,298 |
| 2026-06-16 | 0 | 8,308 | -8,284 |
| 2026-06-09 | 0 | 8,404 | -8,400 |
| 2026-06-02 | 0 | -3,839 | -2,800 |
| 2026-05-26 | 0 | 8,275 | -8,271 |
| 2026-05-19 | 0 | 8,238 | -8,234 |
| 2026-05-12 | 0 | 7,653 | -7,649 |
| 2026-05-05 | 0 | 7,504 | -7,501 |
| 2026-04-28 | 0 | 7,433 | -7,429 |
| 2026-04-21 | 0 | 7,506 | -7,502 |
| 2026-04-14 | 0 | 7,270 | -7,266 |
| 2026-04-07 | 0 | 6,917 | -6,913 |
| 2026-03-31 | 0 | 6,639 | -6,635 |
| 2026-03-24 | 0 | 6,437 | -6,435 |
| 2026-03-17 | 0 | 6,331 | -6,327 |
| 2026-03-10 | 0 | 6,085 | -6,065 |
| 2026-03-03 | 0 | 6,037 | -6,017 |
| 2026-02-24 | 0 | 7,094 | -7,074 |
| 2026-02-17 | 0 | 6,976 | -6,956 |
| 2026-02-10 | 0 | 6,976 | -6,956 |
| 2026-02-03 | 0 | 6,920 | -6,900 |
| 2026-01-27 | 0 | 6,723 | -6,703 |
| 2026-01-20 | 0 | 8,209 | -8,174 |
| 2026-01-13 | 0 | 7,202 | -7,167 |
| 2026-01-06 | 0 | 7,012 | -6,977 |
| 2025-12-30 | 0 | 18,298 | -6,873 |
| 2025-12-23 | 0 | 6,774 | -6,749 |
| 2025-12-16 | 0 | 6,532 | -6,507 |
| 2025-12-09 | 0 | 7,082 | -7,078 |
| 2025-12-02 | 0 | 7,550 | -7,546 |
| 2025-11-25 | 0 | 7,429 | -7,425 |
| 2025-11-18 | 0 | 8,825 | -8,831 |
| 2025-11-10 | 0 | 8,616 | -8,622 |
| 2025-11-04 | 0 | 8,428 | -8,434 |
| 2025-10-28 | 0 | 8,278 | -8,274 |
| 2025-10-21 | 0 | 7,959 | -7,955 |
| 2025-10-14 | 0 | 4,106 | -4,102 |
Related markets
- 1% Fuel Oil Nwe Crack Spr
- 1-Month Libor Rate
- 10 Year Deliverable Ir
- 10 Year Eris Sofr Swap
- 10 Year Eris Swap
- 1000 Troy Ounce Silver
Full history via APIGet a free API key
Frequently asked questions
- What is the COT report?
- The Commitments of Traders (COT) report is a weekly publication by the CFTC that breaks down open interest in futures markets by trader category, including non-commercial (speculator) and commercial (hedger) positions.
- When is the COT report released?
- The COT report is released every Friday at 3:30 pm ET, with positions measured as of the prior Tuesday.
- What does non-commercial net mean?
- Non-commercial net is the number of long contracts held by large speculators minus their short contracts. A positive value means speculators are net long; a negative value means they are net short.