3 Year Eris Sofr Swap - Chicago Board Of Trade
344606Signal state
8-Week Trend
Generated market from CFTC archives.
Signal layer
Score breakdown
How the +100 to -100 conviction score is calculated
Macro Score
+8 ptsTarget Exposure
-29%Market History
Net Positioning History
Historical net positioning (Longs minus Shorts) for the reference trader group.
| 3 Year Eris Sofr Swap - Chicago Board Of Trade — Leveraged Funds — 6 Month Positioning Report | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Report Date | Long Positions | Short Positions | Change in Longs | Change in Shorts | Net Positions | Net Change | % OI Long | % OI Short | Open Interest |
| Max | 7,067 | 58,497 | +714 | +20,127 | 4,150 | +702 | 44.5% | 59.8% | 114,348 |
| Min | 0 | 2,917 | -6,184 | -688 | -57,769 | -20,223 | 0.0% | 12.8% | 15,046 |
| 13 Per. Avg | 827 | 39,826 | -459 | +4,273 | -39,000 | -4,732 | 2.7% | 44.4% | 84,562 |
| Mar 24, 2026 | 728 | 58,497 | +714 | +3,777 | -57,769 | -3,063 | 0.6% | 51.2% | 114,348 |
| Mar 17, 2026 | 14 | 54,720 | +14 | -688 | -54,706 | +702 | 0.0% | 48.3% | 113,416 |
| Mar 10, 2026 | 0 | 55,408 | +0 | -270 | -55,408 | +270 | 0.0% | 59.8% | 92,620 |
| Mar 3, 2026 | 0 | 55,678 | +0 | +7,365 | -55,678 | -7,365 | 0.0% | 56.1% | 99,209 |
| Feb 24, 2026 | 0 | 48,313 | +0 | +10,136 | -48,313 | -10,136 | 0.0% | 52.6% | 91,882 |
| Feb 17, 2026 | 0 | 38,177 | +0 | -208 | -38,177 | +208 | 0.0% | 46.2% | 82,579 |
| Feb 10, 2026 | 0 | 38,385 | +0 | +0 | -38,385 | +0 | 0.0% | 46.6% | 82,321 |
| Feb 3, 2026 | 0 | 38,385 | -745 | +1,635 | -38,385 | -2,380 | 0.0% | 46.7% | 82,221 |
| Jan 27, 2026 | 745 | 36,750 | +222 | -127 | -36,005 | +349 | 0.9% | 43.3% | 84,801 |
| Jan 20, 2026 | 523 | 36,877 | -264 | -5 | -36,354 | -259 | 0.6% | 43.7% | 84,387 |
| Jan 13, 2026 | 787 | 36,882 | -96 | +20,127 | -36,095 | -20,223 | 0.9% | 43.8% | 84,249 |
| Jan 6, 2026 | 883 | 16,755 | -6,184 | +13,838 | -15,872 | -20,022 | 1.4% | 26.0% | 64,392 |
| Sep 9, 2025 | 7,067 | 2,917 | +373 | -33 | 4,150 | +406 | 30.9% | 12.8% | 22,875 |
| Sep 2, 2025 | 6,694 | 2,950 | +0 | +0 | 3,744 | +0 | 44.5% | 19.6% | 15,046 |
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.
| Trader type | Long | Short | Net | Long % OI | Short % OI | Net % OI | WoW Δ Net |
|---|---|---|---|---|---|---|---|
Leveraged Funds Reference group used for the main bias model | 728 | 58,497 | -57,769 | +0.6% | +51.2% | -50.5% | -3,063 |
Asset Manager | 84,000 | 4,311 | 79,689 | +73.5% | +3.8% | +69.7% | +0 |
Dealer Intermediary | 0 | 15,019 | -15,019 | +0.0% | +13.1% | -13.1% | +3,997 |
Other Reportables | 0 | 6,880 | -6,880 | +0.0% | +6.0% | -6.0% | -934 |
Nonreportable | 0 | 21 | -21 | +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's COT print is more bearish than the prior week.
Trend check
Price trend is flat, so momentum is not adding much confirmation yet.
Macro check
Macro conditions are mostly neutral right now.
Crowding
Crowding is elevated, so conviction is high but squeeze risk is rising.
Current positioning
The market is leaning bearish. Crowding is elevated, so conviction is high but squeeze risk is rising. Leveraged Funds is currently net short by 57,769 contracts.
Macro regime
Macro conditions are mostly neutral for 3 Year Eris Sofr Swap - Chicago Board Of Trade.
Replay summary
Constructive bearish regime. The market is leaning bearish. Price trend is flat, so momentum is not adding much confirmation yet. Macro conditions are mostly neutral right now.
Risk layer
Veto reasons and caution flags
These are the conditions that reduce conviction even when the raw positioning signal looks strong.