COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-07-07
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 2026-07-07. 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: 13,110,035 Total Changes: +80,302 Total Traders: 908
CFTC Code: #134741
Open Interest: 13,110,035 Total Changes: +80,302 Total Traders: 908
AS OF: 2026-07-07
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
4,884,338 -97,177 |
37.3% | 93 | 1,566,586 +51,722 |
11.9% | 93 | 1,758,137 +86,697 |
13.4% | 146 |
| Asset Manager/ Institutional |
1,202,379 -4,754 |
9.2% | 55 | 1,703,446 -49,391 |
13.0% | 86 | 701,031 +25,420 |
5.3% | 53 |
| Leveraged Funds |
1,046,636 -16,076 |
8.0% | 120 | 3,919,042 -87,568 |
29.9% | 185 | 3,141,221 +50,395 |
24.0% | 180 |
| Other Reportables |
255,148 +12,796 |
1.9% | 156 | 201,326 -21,641 |
1.5% | 73 | 78,909 +4,290 |
0.6% | 56 |
| Nonreportable Positions |
42,236 +18,711 |
0.3% | 40,337 +20,378 |
0.3% | |||||
