Interest Rates - Non U.S. Treasury - COT Positioning
CFTC Commitments of Traders, interest rates - non u.s. treasury markets - positions as of Tuesday 2026-09-01 (the CFTC reports each Tuesday's close on Friday).
| Market | Open interest | Large spec net | Δ w/w | COT index 3y |
|---|---|---|---|---|
| 3-Month SOFR | 13,075,689 | -2,938,633 | -204,400 | 0.0 |
| 30-Day Fed Funds | 2,857,486 | -303,784 | +37,478 | 14.4 |
| SOFR-1M | 1,654,938 | -193,182 | -35,991 | 44.0 |
Also reported in this group
Markets below CFTC-page thresholds we track in the group data but don't publish a page for.
| Market | Open interest | Large spec net | Δ w/w | COT index 3y |
|---|---|---|---|---|
| Euro Short Term Rate | 25,382 | - | - | - |