3 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 22,218 contracts in 3 Year Eris Sofr Swap futures as of 2026-10-06, up 300 from the prior week. Commercial hedgers were net short 22,205 contracts, with total open interest of 71,243 contracts. The COT index stands at 64.3.
| Open interest | 71,243 |
| Non-commercial long | 55,620 |
| Non-commercial short | 33,402 |
| Non-commercial net | 22,218 |
| Commercial long | 4,000 |
| Commercial short | 26,205 |
| Commercial net | -22,205 |
| WoW change in non-commercial net | 300 |
| COT index | 64.3 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2026-10-06 | 0 | 22,218 | -22,205 |
| 2026-09-29 | 0 | 21,918 | -21,905 |
| 2026-09-22 | 0 | 21,065 | -21,055 |
| 2026-09-15 | 0 | 20,565 | -20,555 |
| 2026-09-08 | 0 | 19,277 | -19,255 |
| 2026-09-01 | 0 | 19,263 | -19,255 |
| 2026-08-25 | 0 | 17,763 | -17,755 |
| 2026-08-18 | 0 | 17,963 | -17,955 |
| 2026-08-11 | 0 | 18,049 | -18,005 |
| 2026-08-04 | 0 | 18,111 | -18,105 |
| 2026-07-28 | 0 | 18,485 | -18,489 |
| 2026-07-21 | 0 | 18,480 | -18,489 |
| 2026-07-14 | 0 | 18,480 | -18,489 |
| 2026-07-07 | 0 | 18,500 | -18,489 |
| 2026-06-30 | 0 | 18,500 | -18,489 |
| 2026-06-23 | 0 | 18,740 | -18,719 |
| 2026-06-16 | 0 | 18,740 | -18,719 |
| 2026-06-09 | 0 | 18,640 | -18,619 |
| 2026-05-26 | 0 | 23,235 | -23,204 |
| 2026-05-19 | 0 | 23,225 | -23,204 |
| 2026-05-12 | 0 | 22,545 | -22,524 |
| 2026-05-05 | 0 | 22,625 | -22,624 |
| 2026-04-28 | 0 | 22,800 | -22,799 |
| 2026-04-21 | 0 | 22,750 | -22,749 |
| 2026-04-14 | 0 | 23,700 | -23,699 |
| 2026-04-07 | 0 | 24,100 | -24,099 |
| 2026-03-31 | 0 | 24,120 | -24,099 |
| 2026-03-24 | 0 | 24,420 | -24,399 |
| 2026-03-17 | 0 | 24,220 | -24,199 |
| 2026-03-10 | 0 | 23,420 | -23,399 |
| 2026-03-03 | 0 | 31,094 | -23,073 |
| 2026-02-24 | 0 | 22,344 | -22,323 |
| 2026-02-17 | 0 | 22,144 | -22,123 |
| 2026-02-10 | 0 | 21,944 | -21,923 |
| 2026-02-03 | 0 | 22,069 | -22,048 |
| 2026-01-27 | 0 | 22,069 | -22,048 |
| 2026-01-20 | 0 | 21,607 | -21,548 |
| 2026-01-13 | 0 | 21,888 | -21,848 |
| 2026-01-06 | 0 | 21,453 | -21,413 |
| 2025-09-09 | 0 | 8,864 | -8,864 |
| 2025-09-02 | 0 | 6,211 | -6,212 |
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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.