COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-08-18
Below is the Commitments of Traders (COT) report for SOFR-3M - CHICAGO MERCANTILE EXCHANGE (futures only) with COT charts. This COT report for SOFR-3M is as of 2026-08-18. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code: #134741
Open Interest: 13,431,079 Total Changes: +259,270 Total Traders: 855
CFTC Code: #134741
Open Interest: 13,431,079 Total Changes: +259,270 Total Traders: 855
AS OF: 2026-08-18
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
4,964,323 +65,515 |
37.0% | 79 | 1,828,675 -22,056 |
13.6% | 99 | 1,862,744 -5,068 |
13.9% | 134 |
| Asset Manager/ Institutional |
1,123,861 -114,380 |
8.4% | 51 | 1,723,659 +7,382 |
12.8% | 88 | 752,897 +4,226 |
5.6% | 56 |
| Leveraged Funds |
1,052,967 -71,856 |
7.8% | 105 | 3,583,860 -100,779 |
26.7% | 191 | 2,962,207 +23,896 |
22.1% | 178 |
| Other Reportables |
205,231 +3,221 |
1.5% | 121 | 204,590 -8,122 |
1.5% | 77 | 78,938 +8,448 |
0.6% | 54 |
| Nonreportable Positions |
427,911 +345,268 |
3.2% | 433,509 +351,343 |
3.2% | |||||
