COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2025-05-27

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.

SOFR-3M - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS
Code-134741
AS OF: 2025-05-27
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    

Long vs. Short

Net Positions


Positions: Long



Positions: Short