COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-07-14
Below is the Commitments of Traders (COT) report for SOFR-3M - CHICAGO MERCANTILE EXCHANGE (futures only) with COT charts. This COT report for SOFR-3M is as of 2026-07-14. 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 ($2,500 x Contract IMM Index)
CFTC Code: #134741
Open Interest: 13,177,859 Total Changes: +67,824 Total Traders: 894
CFTC Code: #134741
Open Interest: 13,177,859 Total Changes: +67,824 Total Traders: 894
AS OF: 2026-07-14
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
4,775,470 -108,868 |
36.2% | 87 | 1,613,220 +46,634 |
12.2% | 96 | 1,800,182 +42,045 |
13.7% | 140 |
| Asset Manager/ Institutional |
1,240,127 +37,748 |
9.4% | 52 | 1,723,188 +19,742 |
13.1% | 85 | 673,194 -27,837 |
5.1% | 53 |
| Leveraged Funds |
1,108,561 +61,925 |
8.4% | 110 | 3,895,515 -23,527 |
29.6% | 192 | 3,152,523 +11,302 |
23.9% | 176 |
| Other Reportables |
295,965 +40,817 |
2.2% | 152 | 190,010 -11,316 |
1.4% | 75 | 77,347 -1,562 |
0.6% | 55 |
| Nonreportable Positions |
54,490 +12,254 |
0.4% | 52,680 +12,343 |
0.4% | |||||
