COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-09-15
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 2026-09-15. 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: 2026-09-15
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($2,500 x Contract IMM Index) | Open Interest: 13,349,060 | |||||||
| 1,363,363 | 4,259,569 | 2,568,131 | 9,335,970 | 6,445,748 | 13,267,464 | 13,273,448 | 81,596 | 75,612 |
| Changes | (Change In Open Interest: +54,653 ) | |||||||
| +100,507 | -106,624 | -39,571 | -9,074 | +202,542 | +51,862 | +56,347 | +2,791 | -1,694 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 10.2% | 31.9% | 19.2% | 69.9% | 48.3% | 99.4% | 99.4% | 0.6% | 0.6% |
| Number of Traders in Each Category | (Total Traders: 871) | |||||||
| 242 | 249 | 202 | 267 | 289 | 642 | 634 | ||
