COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-09-08
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 2026-09-08. 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: 2026-09-08
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($2,500 x Contract IMM Index) | Open Interest: 13,294,407 | |||||||
| 1,262,856 | 4,366,193 | 2,607,702 | 9,345,044 | 6,243,206 | 13,215,602 | 13,217,101 | 78,805 | 77,306 |
| Changes | (Change In Open Interest: +218,718 ) | |||||||
| -31,968 | +132,736 | +50,351 | +188,436 | +24,497 | +206,819 | +207,584 | +11,899 | +11,134 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 9.5% | 32.8% | 19.6% | 70.3% | 47.0% | 99.4% | 99.4% | 0.6% | 0.6% |
| Number of Traders in Each Category | (Total Traders: 861) | |||||||
| 223 | 253 | 217 | 261 | 297 | 626 | 656 | ||
