Below is the Commitments of Traders (COT) report for SOFR-3M - CHICAGO MERCANTILE EXCHANGE (COT legacy report, futures only) with COT charts. This COT report for SOFR-3M is as of 2025-05-27. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
Non-Commercial | Commercial | Total | Non-Reportable | |||||
---|---|---|---|---|---|---|---|---|
Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
($2,500 x Contract IMM Index) | Open Interest: 11,230,878 | |||||||
1,187,041 | 2,242,007 | 3,068,623 | 6,924,589 | 5,874,558 | 11,180,253 | 11,185,188 | 50,625 | 45,690 |
Changes | (Change In Open Interest: +234,442 ) | |||||||
+65,835 | +143,866 | -163,578 | +332,501 | +249,095 | +234,758 | +229,383 | -316 | +5,059 |
Percent of Open Interest for Each Category of Traders | ||||||||
10.6% | 20.0% | 27.3% | 61.7% | 52.3% | 99.5% | 99.6% | 0.5% | 0.4% |
Number of Traders in Each Category | (Total Traders: 900) | |||||||
269 | 249 | 261 | 282 | 283 | 705 | 673 |