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 2025-04-29. 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: 10,620,400 | |||||||
1,254,667 | 1,820,273 | 2,949,713 | 6,381,339 | 5,815,351 | 10,585,719 | 10,585,337 | 34,681 | 35,063 |
Changes | (Change In Open Interest: +246,033 ) | |||||||
-101,120 | +40,676 | +215,708 | +125,721 | -19,694 | +240,309 | +236,690 | +5,724 | +9,343 |
Percent of Open Interest for Each Category of Traders | ||||||||
11.8% | 17.1% | 27.8% | 60.1% | 54.8% | 99.7% | 99.7% | 0.3% | 0.3% |
Number of Traders in Each Category | (Total Traders: 854) | |||||||
266 | 200 | 254 | 278 | 278 | 689 | 627 |