COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-09-29
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 2026-09-29. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
SOFR-3M - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS
Code-134741
FUTURES ONLY POSITIONS
Code-134741
AS OF: 2026-09-29
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($2,500 x Contract IMM Index) | Open Interest: 12,455,877 | |||||||
| 1,384,047 | 3,926,724 | 2,427,871 | 8,617,202 | 6,069,692 | 12,429,120 | 12,424,287 | 26,757 | 31,590 |
| Changes | (Change In Open Interest: +225,381 ) | |||||||
| +101,605 | +450 | -18,124 | +137,910 | +231,131 | +221,391 | +213,457 | +3,990 | +11,924 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 11.1% | 31.5% | 19.5% | 69.2% | 48.7% | 99.8% | 99.7% | 0.2% | 0.3% |
| Number of Traders in Each Category | (Total Traders: 887) | |||||||
| 238 | 263 | 210 | 274 | 287 | 655 | 644 | ||
