You need a reservation for the high speed trains and TGV.

The advice from the experienced travellers in the community is to use other ways to make reservations than the Interrail/Eurail website. You can look at the guide in the link:

https://community.eurail.com/train-connections-reservations-47/how-to-get-reservations-105

If you, after having looked at the guide, have questions about how to make specific reservation, please give your travel details (departure date, time and route) preferably in a new post, and you will get advice. 

All the high speed services between Stockholm and Malmo appear fully booked on that day.

There are other services that you can take, most will require some changes and take more time.

The quickest available is the Snalltaget service at 09.00 direct to Malmo this can be booked at www.snalltaget.se , entering your pass number the booking fee will be 49 SEK (around €4.50) per person.

Alternatively search for the journey but deselect high speed trains to force the planner to give you the slower trains.

The section Malmo - Copenhagen has trains that run regularly and does not need reservations