Sofr-1M COT Report

Latest data as of 2026-10-06. Source: CFTC Commitments of Traders, legacy futures-only.

Large speculators were net short 17,191 contracts in Sofr-1M futures as of 2026-10-06, up 40,454 from the prior week. Commercial hedgers were net long 17,424 contracts, with total open interest of 1,245,008 contracts. The COT index stands at 74.7.

Open interest1,245,008
Non-commercial long225,138
Non-commercial short242,329
Non-commercial net-17,191
Commercial long756,828
Commercial short739,404
Commercial net17,424
WoW change in non-commercial net40,454
COT index74.7

Last 52 weeks

DateOpen interestNon-commercial netCommercial net
2026-10-060-17,19117,424
2026-09-290-57,64555,367
2026-09-220-121,240121,358
2026-09-150-162,524162,428
2026-09-080-109,971110,098
2026-09-010-193,182180,437
2026-08-250-157,191156,774
2026-08-180-221,871221,915
2026-08-110-215,820216,068
2026-08-040-212,996212,910
2026-07-280-239,349239,826
2026-07-210-218,920220,317
2026-07-140-218,581219,474
2026-07-070-204,447214,212
2026-06-300-151,904153,929
2026-06-230-125,977126,041
2026-06-160-247,434247,305
2026-06-090-208,039207,974
2026-06-020-186,406186,296
2026-05-260-199,896195,689
2026-05-190-139,037139,261
2026-05-120-150,631150,634
2026-05-050-158,195158,160
2026-04-280-60,20460,218
2026-04-210-70,37970,342
2026-04-140-45,72245,646
2026-04-070-57,61957,550
2026-03-310-66,50866,512
2026-03-240-130,667130,758
2026-03-170-189,237189,122
2026-03-100-178,820178,827
2026-03-030-177,288177,472
2026-02-240-173,180173,051
2026-02-170-95,05595,078
2026-02-100-111,743111,819
2026-02-030-103,083103,205
2026-01-270-208,039208,128
2026-01-200-273,872273,962
2026-01-130-273,183272,850
2026-01-060-309,207309,201
2025-12-300-397,273400,351
2025-12-230-433,079436,526
2025-12-160-445,682446,832
2025-12-090-384,600385,865
2025-12-020-342,153341,955
2025-11-250-312,188311,913
2025-11-180-182,462183,867
2025-11-100-62,83262,972
2025-11-040-70,38370,285
2025-10-280-37,42735,629
2025-10-210-68,68868,893
2025-10-140-69,52956,559

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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.