COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-06-16
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 2026-06-16. 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: 2026-06-16
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($2,500 x Contract IMM Index) | Open Interest: 14,100,241 | |||||||
| 1,408,088 | 4,317,066 | 3,066,412 | 9,526,538 | 6,618,925 | 14,001,038 | 14,002,403 | 99,203 | 97,838 |
| Changes | (Change In Open Interest: +331,855 ) | |||||||
| -120,747 | +254,168 | +31,975 | +365,510 | -8,534 | +276,738 | +277,609 | +55,117 | +54,246 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 10.0% | 30.6% | 21.7% | 67.6% | 46.9% | 99.3% | 99.3% | 0.7% | 0.7% |
| Number of Traders in Each Category | (Total Traders: 887) | |||||||
| 238 | 255 | 229 | 283 | 292 | 670 | 659 | ||
