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 2025-06-17. 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: 11,900,548 | |||||||
1,347,806 | 2,010,543 | 3,012,908 | 7,485,130 | 6,820,598 | 11,845,844 | 11,844,049 | 54,704 | 56,499 |
Changes | (Change In Open Interest: +121,623 ) | |||||||
+56,657 | -413,062 | +22,379 | +39,664 | +493,805 | +118,700 | +103,122 | +2,923 | +18,501 |
Percent of Open Interest for Each Category of Traders | ||||||||
11.3% | 16.9% | 25.3% | 62.9% | 57.3% | 99.5% | 99.5% | 0.5% | 0.5% |
Number of Traders in Each Category | (Total Traders: 924) | |||||||
292 | 242 | 271 | 280 | 286 | 724 | 685 |