COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-07-28
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 2026-07-28. 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: 12,809,153 Total Changes: -274,740 Total Traders: 890
CFTC Code: #134741
Open Interest: 12,809,153 Total Changes: -274,740 Total Traders: 890
AS OF: 2026-07-28
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
4,657,850 -134,442 |
36.4% | 89 | 1,708,517 +1,888 |
13.3% | 89 | 1,764,258 -14,791 |
13.8% | 139 |
| Asset Manager/ Institutional |
1,170,218 -13,257 |
9.1% | 48 | 1,758,039 +53,318 |
13.7% | 89 | 680,087 +20,351 |
5.3% | 57 |
| Leveraged Funds |
1,147,906 -13,210 |
9.0% | 122 | 3,593,844 -261,446 |
28.1% | 185 | 2,984,963 -68,155 |
23.3% | 183 |
| Other Reportables |
277,838 -38,405 |
2.2% | 142 | 193,861 +4,988 |
1.5% | 76 | 74,887 -1,581 |
0.6% | 56 |
| Nonreportable Positions |
51,146 -11,250 |
0.4% | 50,697 -9,312 |
0.4% | |||||
