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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 2026-10-27. 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: 13,078,528 | |||||||
| 1,506,061 | 4,100,857 | 2,515,581 | 8,996,430 | 6,403,504 | 13,018,072 | 13,019,942 | 60,456 | 58,586 |
| Changes | (Change In Open Interest: +96,475 ) | |||||||
| -4,689 | +174,840 | -2,365 | +70,146 | -108,379 | +63,092 | +64,096 | +33,383 | +32,379 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 11.5% | 31.4% | 19.2% | 68.8% | 49.0% | 99.5% | 99.6% | 0.5% | 0.4% |
| Number of Traders in Each Category | (Total Traders: 838) | |||||||
| 211 | 249 | 206 | 264 | 286 | 615 | 627 | ||