5 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 22,271 contracts in 5 Year Eris Sofr Swap futures as of 2026-10-06, up 1,978 from the prior week. Commercial hedgers were net short 22,224 contracts, with total open interest of 198,979 contracts. The COT index stands at 83.2.

Open interest198,979
Non-commercial long112,552
Non-commercial short90,281
Non-commercial net22,271
Commercial long25,379
Commercial short47,603
Commercial net-22,224
WoW change in non-commercial net1,978
COT index83.2

Last 52 weeks

DateOpen interestNon-commercial netCommercial net
2026-10-06022,271-22,224
2026-09-29020,293-20,243
2026-09-22021,665-21,560
2026-09-15018,321-18,222
2026-09-08016,785-16,692
2026-09-01017,071-17,001
2026-08-25016,937-16,870
2026-08-18016,569-16,500
2026-08-11016,990-16,936
2026-08-04015,131-15,079
2026-07-28014,757-14,705
2026-07-21013,878-13,826
2026-07-14013,354-13,286
2026-07-07013,465-13,407
2026-06-30013,214-13,146
2026-06-23015,768-15,701
2026-06-16014,248-14,188
2026-06-09013,985-13,914
2026-06-020-265-18,121
2026-05-26027,847-27,789
2026-05-19027,614-27,552
2026-05-12037,363-37,306
2026-05-05034,830-34,773
2026-04-28034,874-34,817
2026-04-21032,659-32,592
2026-04-14032,547-32,490
2026-04-07032,859-32,802
2026-03-31032,045-31,988
2026-03-24031,198-31,141
2026-03-17030,734-30,677
2026-03-10030,084-30,020
2026-03-03025,638-25,574
2026-02-24026,929-26,848
2026-02-17026,448-26,374
2026-02-10025,618-25,544
2026-02-03025,906-25,811
2026-01-27025,649-25,588
2026-01-20025,457-25,383
2026-01-13025,298-25,224
2026-01-06025,151-25,085
2025-12-30028,463-22,065
2025-12-23021,918-21,854
2025-12-16021,088-21,024
2025-12-09020,417-20,347
2025-12-02021,567-21,502
2025-11-250-3,2513,311
2025-11-180-4,2204,284
2025-11-100-4,3574,422
2025-11-04010,590-10,525
2025-10-28020,158-20,073
2025-10-21018,611-18,550
2025-10-14020,712-20,652

Related markets

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.