Sofr-3M COT Report
Latest data as of 2026-10-06. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net short 2,508,582 contracts in Sofr-3M futures as of 2026-10-06, up 34,095 from the prior week. Commercial hedgers were net long 2,509,370 contracts, with total open interest of 12,657,372 contracts. The COT index stands at 15.4.
| Open interest | 12,657,372 |
| Non-commercial long | 1,441,996 |
| Non-commercial short | 3,950,578 |
| Non-commercial net | -2,508,582 |
| Commercial long | 8,705,401 |
| Commercial short | 6,196,031 |
| Commercial net | 2,509,370 |
| WoW change in non-commercial net | 34,095 |
| COT index | 15.4 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2026-10-06 | 0 | -2,508,582 | 2,509,370 |
| 2026-09-29 | 0 | -2,542,677 | 2,547,510 |
| 2026-09-22 | 0 | -2,643,832 | 2,640,731 |
| 2026-09-15 | 0 | -2,896,206 | 2,890,222 |
| 2026-09-08 | 0 | -3,103,337 | 3,101,838 |
| 2026-09-01 | 0 | -2,938,633 | 2,937,899 |
| 2026-08-25 | 0 | -2,734,233 | 2,733,857 |
| 2026-08-18 | 0 | -2,683,204 | 2,688,802 |
| 2026-08-11 | 0 | -2,571,459 | 2,570,982 |
| 2026-08-04 | 0 | -2,522,186 | 2,522,607 |
| 2026-07-28 | 0 | -2,515,622 | 2,515,173 |
| 2026-07-21 | 0 | -2,665,085 | 2,662,698 |
| 2026-07-14 | 0 | -2,692,081 | 2,690,271 |
| 2026-07-07 | 0 | -2,775,954 | 2,774,055 |
| 2026-06-30 | 0 | -2,876,540 | 2,872,974 |
| 2026-06-23 | 0 | -2,808,392 | 2,806,812 |
| 2026-06-16 | 0 | -2,908,978 | 2,907,613 |
| 2026-06-09 | 0 | -2,534,063 | 2,533,569 |
| 2026-06-02 | 0 | -2,148,601 | 2,209,908 |
| 2026-05-26 | 0 | -1,727,299 | 1,718,007 |
| 2026-05-19 | 0 | -1,473,774 | 1,474,436 |
| 2026-05-12 | 0 | -1,143,587 | 1,140,626 |
| 2026-05-05 | 0 | -1,100,455 | 1,102,960 |
| 2026-04-28 | 0 | -753,019 | 752,477 |
| 2026-04-21 | 0 | -705,746 | 704,566 |
| 2026-04-14 | 0 | -618,096 | 617,577 |
| 2026-04-07 | 0 | -564,314 | 563,506 |
| 2026-03-31 | 0 | -589,139 | 586,476 |
| 2026-03-24 | 0 | -425,910 | 424,393 |
| 2026-03-17 | 0 | -559,925 | 562,105 |
| 2026-03-10 | 0 | -516,694 | 517,954 |
| 2026-03-03 | 0 | -778,512 | 765,404 |
| 2026-02-24 | 0 | -763,031 | 761,237 |
| 2026-02-17 | 0 | -734,430 | 732,874 |
| 2026-02-10 | 0 | -462,119 | 461,045 |
| 2026-02-03 | 0 | -546,807 | 546,500 |
| 2026-01-27 | 0 | -594,042 | 593,783 |
| 2026-01-20 | 0 | -595,601 | 596,564 |
| 2026-01-13 | 0 | -524,612 | 522,562 |
| 2026-01-06 | 0 | -345,385 | 345,290 |
| 2025-12-30 | 0 | -206,166 | 208,554 |
| 2025-12-23 | 0 | -52,845 | 52,148 |
| 2025-12-16 | 0 | -174,663 | 174,551 |
| 2025-12-09 | 0 | -297,211 | 297,865 |
| 2025-12-02 | 0 | -320,083 | 320,264 |
| 2025-11-25 | 0 | -440,285 | 434,688 |
| 2025-11-18 | 0 | -679,013 | 677,297 |
| 2025-11-10 | 0 | -596,572 | 594,061 |
| 2025-11-04 | 0 | -618,021 | 619,237 |
| 2025-10-28 | 0 | -334,543 | 330,795 |
| 2025-10-21 | 0 | -331,615 | 329,632 |
| 2025-10-14 | 0 | -309,210 | 309,164 |
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Frequently asked questions
- What is the COT report?
- The Commitments of Traders (COT) report is a weekly publication by the CFTC that breaks down open interest in futures markets by trader category, including non-commercial (speculator) and commercial (hedger) positions.
- When is the COT report released?
- The COT report is released every Friday at 3:30 pm ET, with positions measured as of the prior Tuesday.
- What does non-commercial net mean?
- Non-commercial net is the number of long contracts held by large speculators minus their short contracts. A positive value means speculators are net long; a negative value means they are net short.