COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-07-07
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 2026-07-07. 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: 2026-07-07
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($2,500 x Contract IMM Index) | Open Interest: 13,110,035 | |||||||
| 1,444,494 | 4,220,448 | 2,893,396 | 8,729,909 | 5,955,854 | 13,067,799 | 13,069,698 | 42,236 | 40,337 |
| Changes | (Change In Open Interest: +80,302 ) | |||||||
| -6,097 | -106,683 | +32,094 | +35,594 | +134,513 | +61,591 | +59,924 | +18,711 | +20,378 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 11.0% | 32.2% | 22.1% | 66.6% | 45.4% | 99.7% | 99.7% | 0.3% | 0.3% |
| Number of Traders in Each Category | (Total Traders: 908) | |||||||
| 253 | 259 | 230 | 277 | 290 | 676 | 667 | ||
