COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-09-29
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 2026-09-29. 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: 12,455,877 Total Changes: +225,381 Total Traders: 887
CFTC Code: #134741
Open Interest: 12,455,877 Total Changes: +225,381 Total Traders: 887
AS OF: 2026-09-29
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
4,502,346 -22,246 |
36.1% | 84 | 1,541,815 +169,413 |
12.4% | 95 | 2,015,638 +99,580 |
16.2% | 134 |
| Asset Manager/ Institutional |
1,245,132 +143,892 |
10.0% | 49 | 1,819,719 +36,319 |
14.6% | 86 | 697,994 +10,681 |
5.6% | 54 |
| Leveraged Funds |
1,027,128 +54,239 |
8.2% | 107 | 3,437,471 +19,596 |
27.6% | 184 | 2,659,995 -114,817 |
21.4% | 172 |
| Other Reportables |
241,871 +54,562 |
1.9% | 162 | 212,639 -2,815 |
1.7% | 76 | 39,016 -4,500 |
0.3% | 52 |
| Nonreportable Positions |
26,757 +3,990 |
0.2% | 31,590 +11,924 |
0.3% | |||||
