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Live CFTC

10 Year Eris Sofr Swap - Chicago Board Of Trade

343603
RatesTFF

Signal state

Neutral-4

Generated market from CFTC archives.

Signal layer

Score breakdown

How the +100 to -100 conviction score is calculated

Macro Score

+40 pts

Target Exposure

-4%

Market History

Net Positioning History

Historical net positioning (Longs minus Shorts) for the reference trader group.

Compare Markets
10 Year Eris Sofr Swap - Chicago Board Of TradeLeveraged Funds — 6 Month Positioning Report
Report DateLong PositionsShort PositionsChange in LongsChange in ShortsNet PositionsNet Change% OI Long% OI ShortOpen Interest
Max8,399161,701+2,054+15,713-103,309+25,7094.3%71.9%285,753
Min6,270110,384-2,027-25,909-153,302-15,8132.5%46.4%175,782
13 Per. Avg7,402146,941-125-876-139,539+7513.3%64.9%226,647
May 26, 20266,770123,660+200+4,834-116,890-4,6342.9%53.4%231,346
May 19, 20266,570118,826-1,600-10,360-112,256+8,7603.0%54.1%219,677
May 12, 20268,170129,186+0-2,989-121,016+2,9893.6%56.4%228,975
May 5, 20268,170132,175-200-25,909-124,005+25,7093.6%57.6%229,606
Apr 28, 20268,370158,084-29-3,617-149,714+3,5883.6%67.8%233,124
Apr 21, 20268,399161,701+129+3,132-153,302-3,0033.6%69.5%232,748
Apr 14, 20268,270158,569+181+2,409-150,299-2,2283.6%68.7%230,890
Apr 7, 20268,089156,160+80+935-148,071-8553.5%68.1%229,399
Mar 31, 20268,009155,225+1,739-4,287-147,216+6,0263.5%68.0%228,342
Mar 24, 20266,270159,512+0+3,261-153,242-3,2612.8%71.9%221,724
Mar 17, 20266,270156,251-230+2,150-149,981-2,3802.8%69.8%223,738
Mar 10, 20266,500154,101+135+7,320-147,601-7,1853.0%70.1%219,823
Mar 3, 20266,365146,781-2,027+11,732-140,416-13,7592.9%67.6%217,015
Feb 24, 20268,392135,049+2,054+5,384-126,657-3,3304.2%67.4%200,379
Feb 17, 20266,338129,665-997+0-123,327-9973.3%66.4%195,147
Feb 10, 20267,335129,665-100+15,713-122,330-15,8133.8%66.4%195,223
Feb 3, 20267,435113,952-160+774-106,517-9344.2%64.2%177,530
Jan 27, 20267,595113,178+0+345-105,583-3454.3%64.0%176,756
Jan 20, 20267,595112,833+488+166-105,238+3224.3%64.0%176,287
Jan 13, 20267,107112,667+32+2,065-105,560-2,0334.0%63.5%177,519
Jan 6, 20267,075110,602+0+218-103,527-2184.0%62.8%176,002
Dec 30, 20257,075110,384+0-19,750-103,309+19,7504.0%62.8%175,782
Dec 23, 20257,075130,134+0-887-123,059+8873.6%66.5%195,532
Dec 16, 20257,075131,021-145-1,552-123,946+1,4073.6%66.6%196,851
Dec 9, 20257,220132,573-105-95-125,353-102.5%46.4%285,753
Dec 2, 20257,325132,668+0+0-125,343+03.7%67.7%195,975

COT report

Longs vs shorts by trader category — week by week

Browse the official CFTC report week by week to see how each trader group's positioning has shifted. The WoW Δ column shows the net contract change from the prior week.

May 26, 2026(Latest)
Open interest: 231,346 contractsWeek 1 of 26
Trader typeLongShortNetLong % OIShort % OINet % OIWoW Δ Net

Leveraged Funds

Reference group used for the main bias model

6,770123,660-116,890+2.9%+53.4%-50.5%-4,634

Other Reportables

114,32429,63084,694+49.4%+12.8%+36.6%+3,244

Dealer Intermediary

34,19510,64823,547+14.8%+4.6%+10.2%-226

Asset Manager

17,6578,9868,671+7.6%+3.9%+3.8%+1,616

Nonreportable

022-22+0.0%+0.0%-0.0%+0

Interpretation layer

Why the terminal reads this market the way it does

The platform turns the underlying scores into a readable narrative: pressure, confirmation, macro support, and crowding.

Positioning pressure

The market is leaning bearish. This week looks steady versus the recent range.

Trend check

Price trend is flat, so momentum is not adding much confirmation yet.

Macro check

Macro conditions are fighting the current positioning.

Crowding

Positioning looks balanced rather than crowded.

Current positioning

The market is leaning bearish. Positioning looks balanced rather than crowded. Leveraged Funds is currently net short by 116,890 contracts.

Macro regime

Macro signals are modestly supportive for 10 Year Eris Sofr Swap - Chicago Board Of Trade.

Replay summary

Mixed regime. The market is leaning bearish. Price trend is flat, so momentum is not adding much confirmation yet. Macro conditions are fighting the current positioning.