SOFR-1M COT Report
CFTC Commitments of Traders · positions as of Tuesday 2026-09-01, released Sep 4, 2026 (the CFTC reports each Tuesday's close three days later) · next release Sep 11, 2026 (regular cycle; see the release schedule for holiday shifts)
SOFR-1M positioning leans bullish - commercials buying (26w index 67).
How this read is built
- Commercials (hedgers) are net long and sit near the top of their 26-week range (COT index 67) - a bullish tilt in the traditional read.
A description of how traders are positioned versus their own history - the standard Commitments of Traders interpretation, computed identically for every market. It is not a price forecast, a trading signal, or advice. How traders use positioning · how the read is computed.
As of the COT report, large speculators are net short 193,182 SOFR-1M futures contracts (down 35,991 week-over-week), commercials are net long 180,437, and open interest is 1,654,938 contracts. Leveraged funds was net short 390,389 contracts as of (down 63,953 week-over-week).
Cite this data
FuturesBench, "SOFR-1M COT Report," data as of 2026-09-01. https://futuresbench.com/cot/sofr-1m/#net-position Source: CFTC Commitments of Traders (public domain). CSV: https://futuresbench.com/data/cot/sofr-1m.csv
Embed this chart
<iframe src="https://futuresbench.com/embed/cot/sofr-1m/" width="100%" height="560" frameborder="0" loading="lazy" title="SOFR-1M COT Report chart - FuturesBench"></iframe>
Positioning - as of Tuesday 2026-09-01
| Trader category | Net position | Weekly change | % of open interest | COT index 26w | COT index 52w | COT index 3y |
|---|---|---|---|---|---|---|
| Large speculators | -193,182 | -35,991 | -11.7% | 26.9 | 61.8 | 44.0 |
| Commercials | 180,437 | +23,663 | 10.9% | 66.8 | 35.2 | 53.7 |
| Small traders | 12,745 | +12,328 | 0.8% | 100.0 | 99.0 | 93.3 |
Net = long − short (spread positions cancel). COT index: 0 = most net-short of the lookback, 100 = most net-long. How it's computed.
Traders in Financial Futures report - positions as of Tue 2026-09-01
| Trader category | Net position | Weekly change | % of open interest | COT index 26w | COT index 52w | COT index 3y |
|---|---|---|---|---|---|---|
| Dealer/intermediary | 408,927 | +56,392 | 24.7% | 100.0 | 67.7 | 83.3 |
| Asset manager | -12,505 | -3,506 | -0.8% | 23.8 | 23.8 | 36.6 |
| Leveraged funds | -390,389 | -63,953 | -23.6% | 21.8 | 58.0 | 26.3 |
| Other reportables | -18,778 | -1,261 | -1.1% | 38.3 | 24.0 | 25.7 |
| Small traders | 12,745 | +12,328 | 0.8% | 100.0 | 99.0 | 93.3 |
Full Traders in Financial Futures report history: CSV · switch the chart above to this report family for the full series.
Recent history
| Report date | Open interest | Large spec net | Δ | Commercial net | Δ | Small trader net |
|---|---|---|---|---|---|---|
| 2026-09-01 | 1,654,938 | -193,182 | -35,991 | 180,437 | +23,663 | 12,745 |
| 2026-08-25 | 1,585,818 | -157,191 | +64,680 | 156,774 | -65,141 | 417 |
| 2026-08-18 | 1,431,755 | -221,871 | -6,051 | 221,915 | +5,847 | -44 |
| 2026-08-11 | 1,371,754 | -215,820 | -2,824 | 216,068 | +3,158 | -248 |
| 2026-08-04 | 1,348,734 | -212,996 | +26,353 | 212,910 | -26,916 | 86 |
| 2026-07-28 | 1,583,625 | -239,349 | -20,429 | 239,826 | +19,509 | -477 |
| 2026-07-21 | 1,535,514 | -218,920 | -339 | 220,317 | +843 | -1,397 |
| 2026-07-14 | 1,470,901 | -218,581 | -14,134 | 219,474 | +5,262 | -893 |
| 2026-07-07 | 1,464,150 | -204,447 | -52,543 | 214,212 | +60,283 | -9,765 |
| 2026-06-30 | 1,762,889 | -151,904 | -25,927 | 153,929 | +27,888 | -2,025 |
| 2026-06-23 | 1,616,614 | -125,977 | +121,457 | 126,041 | -121,264 | -64 |
| 2026-06-16 | 1,681,245 | -247,434 | -39,395 | 247,305 | +39,331 | 129 |
| 2026-06-09 | 1,487,854 | -208,039 | -21,633 | 207,974 | +21,678 | 65 |
| 2026-06-02 | 1,436,382 | -186,406 | +13,490 | 186,296 | -9,393 | 110 |
| 2026-05-26 | 1,633,396 | -199,896 | -60,859 | 195,689 | +56,428 | 4,207 |
| 2026-05-19 | 1,430,023 | -139,037 | +11,594 | 139,261 | -11,373 | -224 |
| 2026-05-12 | 1,325,406 | -150,631 | +7,564 | 150,634 | -7,526 | -3 |
| 2026-05-05 | 1,153,096 | -158,195 | -97,991 | 158,160 | +97,942 | 35 |
| 2026-04-28 | 1,413,565 | -60,204 | +10,175 | 60,218 | -10,124 | -14 |
| 2026-04-21 | 1,351,248 | -70,379 | -24,657 | 70,342 | +24,696 | 37 |
| 2026-04-14 | 1,304,311 | -45,722 | +11,897 | 45,646 | -11,904 | 76 |
| 2026-04-07 | 1,302,700 | -57,619 | +8,889 | 57,550 | -8,962 | 69 |
| 2026-03-31 | 1,645,019 | -66,508 | +64,159 | 66,512 | -64,246 | -4 |
| 2026-03-24 | 1,546,170 | -130,667 | +58,570 | 130,758 | -58,364 | -91 |
| 2026-03-17 | 1,467,622 | -189,237 | -10,417 | 189,122 | +10,295 | 115 |
| 2026-03-10 | 1,368,395 | -178,820 | -1,532 | 178,827 | +1,355 | -7 |
Full history, no login: CSV (2018-07-03 → 2026-09-01) · JSON
Contract facts
FAQ
- Are large speculators long or short SOFR-1M futures?
- As of the 2026-09-01 COT report, large speculators (non-commercial traders) are net short 193,182 contracts in SOFR-1M futures.
- How current is this SOFR-1M COT data?
- The latest report is dated 2026-09-01 (positions as of that Tuesday's close), published by the CFTC on 2026-09-04. This page updates within minutes of each weekly release.
- Where can I download SOFR-1M COT history?
- The full weekly series (2018-07-03 to 2026-09-01) is free at /data/cot/sofr-1m.csv - no login, no cap.
Learn: how to read this report · commercials vs non-commercials · glossary
Related markets
Source: CFTC Commitments of Traders, legacy futures-only report, contract code 134742. Dataset coverage 2018-07-03 → 2026-09-01. Methodology.