COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-08-18
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 2026-08-18. 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
FUTURES ONLY POSITIONS
Code-134741
FUTURES ONLY POSITIONS
Code-134741
AS OF: 2026-08-18
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($2,500 x Contract IMM Index) | Open Interest: 13,431,079 | |||||||
| 1,425,791 | 4,108,995 | 2,658,278 | 8,919,099 | 6,230,297 | 13,003,168 | 12,997,570 | 427,911 | 433,509 |
| Changes | (Change In Open Interest: +259,270 ) | |||||||
| -49,360 | +62,385 | +27,187 | -63,825 | -181,645 | -85,998 | -92,073 | +345,268 | +351,343 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 10.6% | 30.6% | 19.8% | 66.4% | 46.4% | 96.8% | 96.8% | 3.2% | 3.2% |
| Number of Traders in Each Category | (Total Traders: 855) | |||||||
| 210 | 258 | 220 | 262 | 297 | 624 | 653 | ||
