Interest Rates - Non U.S. Treasury - COT Positioning
CFTC Commitments of Traders, interest rates - non u.s. treasury markets - positions as of Tuesday 2026-10-20 (the CFTC reports each Tuesday's close on Friday).
| Market | Open interest | Large spec net | Δ w/w | COT index 3y |
|---|---|---|---|---|
| 3-Month SOFR | 12,982,053 | -2,415,267 | +19,123 | 17.8 |
| 30-Day Fed Funds | 2,766,665 | 307,293 | +227,102 | 99.5 |
| SOFR-1M | 1,422,267 | -14 | +26,579 | 77.7 |
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 | - | - | - |