COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-09-08
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 2026-09-08. 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: 13,294,407 Total Changes: +218,718 Total Traders: 861
CFTC Code: #134741
Open Interest: 13,294,407 Total Changes: +218,718 Total Traders: 861
AS OF: 2026-09-08
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
5,210,432 +274,477 |
39.2% | 93 | 1,517,407 -39,230 |
11.4% | 89 | 2,072,712 -26,511 |
15.6% | 138 |
| Asset Manager/ Institutional |
1,121,994 +10,866 |
8.4% | 46 | 1,929,525 +125,807 |
14.5% | 89 | 744,781 -55,908 |
5.6% | 51 |
| Leveraged Funds |
894,938 -56,062 |
6.7% | 106 | 3,698,383 +141,403 |
27.8% | 189 | 2,897,503 +57,894 |
21.8% | 179 |
| Other Reportables |
197,977 +1,635 |
1.5% | 127 | 281,525 +3,701 |
2.1% | 77 | 75,265 +428 |
0.6% | 53 |
| Nonreportable Positions |
78,805 +11,899 |
0.6% | 77,306 +11,134 |
0.6% | |||||
