Sofr-3M COT Report
Latest data as of 2026-10-06. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net long 16,475 contracts in Sofr-3M futures as of 2026-10-06, up 2,404 from the prior week. Commercial hedgers were net short 16,477 contracts, with total open interest of 154,636 contracts. The COT index stands at 100.0.
| Open interest | 154,636 |
| Non-commercial long | 17,320 |
| Non-commercial short | 845 |
| Non-commercial net | 16,475 |
| Commercial long | 122,142 |
| Commercial short | 138,619 |
| Commercial net | -16,477 |
| WoW change in non-commercial net | 2,404 |
| COT index | 100.0 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2026-10-06 | 0 | 16,475 | -16,477 |
| 2026-09-29 | 0 | 14,071 | -14,073 |
| 2026-09-08 | 0 | 2,176 | -2,176 |
| 2026-09-01 | 0 | -3,148 | 3,255 |
| 2026-08-25 | 0 | 6,852 | -6,852 |
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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.