Below is the Commitments of Traders (COT) report for SOFR-3M - FMX FUTURES 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.
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($2,500 x Contract IMM Index) | Open Interest: 189,554 | |||||||
| 14,430 | 12,254 | 13,172 | 161,877 | 164,053 | 189,479 | 189,479 | 75 | 75 |
| Changes | (Change In Open Interest: +9,474 ) | |||||||
| -677 | -6,001 | -15,227 | +26,853 | +32,284 | +10,949 | +11,056 | -1,475 | -1,582 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 7.6% | 6.5% | 6.9% | 85.4% | 86.5% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 21) | |||||||
| 1 | 9 | 9 | 10 | 10 | 19 | 20 | ||