COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-07-28
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 2026-07-28. 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: 2026-07-28
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($2,500 x Contract IMM Index) | Open Interest: 12,809,153 | |||||||
| 1,522,825 | 4,038,447 | 2,643,682 | 8,591,500 | 6,076,327 | 12,758,007 | 12,758,456 | 51,146 | 50,697 |
| Changes | (Change In Open Interest: -274,740 ) | |||||||
| -41,001 | -190,464 | -117,158 | -105,331 | +42,194 | -263,490 | -265,428 | -11,250 | -9,312 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 11.9% | 31.5% | 20.6% | 67.1% | 47.4% | 99.6% | 99.6% | 0.4% | 0.4% |
| Number of Traders in Each Category | (Total Traders: 890) | |||||||
| 242 | 256 | 229 | 274 | 288 | 660 | 665 | ||
