SOFR-1M COT Report
CFTC Commitments of Traders · positions as of Tuesday 2026-10-20, released Oct 23, 2026 (the CFTC reports each Tuesday's close three days later) · next release Oct 30, 2026 (regular cycle; see the release schedule for holiday shifts)
SOFR-1M positioning leans bearish - commercials selling (26w index 0).
How this read is built
- Commercials (hedgers) are net long and sit near the bottom of their 26-week range (COT index 0) - a bearish 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 14 SOFR-1M futures contracts (up 26,579 week-over-week), commercials are net long 74, and open interest is 1,422,267 contracts. Leveraged funds were net short 244,637 contracts as of (down 9,319 week-over-week), holding 165,436 long and 410,073 short.
Cite this data
FuturesBench, "SOFR-1M COT Report," data as of 2026-10-20. 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 2026-10-20
| Trader category | Net position | Weekly change | % of open interest | COT index 26w | COT index 52w | COT index 3y |
|---|---|---|---|---|---|---|
| Large speculators | -14 | +26,579 | -0.0% | 100.0 | 100.0 | 77.7 |
| Commercials | 74 | -26,674 | 0.0% | 0.0 | 0.0 | 22.3 |
| Small traders | -60 | +95 | -0.0% | 43.1 | 43.1 | 66.7 |
Net = long − short (spread positions cancel). COT index: 0 = most net-short of the lookback, 100 = most net-long. How it's computed.
This week in numbers
- Large speculators net position is at a 52-week high (-14 contracts).
- Commercials net position is at a 52-week low (74 contracts).
- Open interest rose 9.9% week-over-week to 1,422,267 contracts.
Every sentence above is computed from the stored series - no commentary, no forecasts.
Traders in Financial Futures report - positions as of Tue 2026-10-20
| Trader category | Net position | Weekly change | % of open interest | COT index 26w | COT index 52w | COT index 3y |
|---|---|---|---|---|---|---|
| Dealer/intermediary | 235,044 | +20,285 | 16.5% | 21.7 | 25.4 | 61.4 |
| Asset manager | 19,360 | -10,360 | 1.4% | 49.8 | 42.0 | 49.2 |
| Leveraged funds | -244,637 | -9,319 | -17.2% | 82.2 | 91.7 | 42.3 |
| Other reportables | -9,707 | -701 | -0.7% | 57.7 | 57.7 | 36.2 |
| Small traders | -60 | +95 | -0.0% | 43.1 | 43.1 | 66.7 |
Full Traders in Financial Futures report history: CSV · switch the chart above to this report family for the full series.
SOFR-1M leveraged funds positions, week by week
Leveraged funds long, short and net position in SOFR-1M futures for the last 26 weekly COT reports (positions as of each Tuesday), from the CFTC Traders in Financial Futures futures-only report. Short = long minus net; spread positions are excluded from both.
| Report date | Leveraged funds long | Leveraged funds short | Leveraged funds net | Weekly change | Asset managers net | Dealers net |
|---|---|---|---|---|---|---|
| 165,436 | 410,073 | -244,637 | -9,319 | 19,360 | 235,044 | |
| 143,056 | 378,374 | -235,318 | -25,866 | 29,720 | 214,759 | |
| 141,430 | 350,882 | -209,452 | +151,845 | 24,291 | 194,751 | |
| 170,300 | 531,597 | -361,297 | -21,600 | 24,753 | 344,362 | |
| 105,298 | 444,995 | -339,697 | +42,360 | 27,227 | 322,833 | |
| 111,907 | 493,964 | -382,057 | -62,522 | 47,702 | 342,472 | |
| 151,149 | 470,684 | -319,535 | +70,854 | 49,856 | 275,292 | |
| 235,602 | 625,991 | -390,389 | -63,953 | -12,505 | 408,927 | |
| 255,629 | 582,065 | -326,436 | +1,074 | -8,999 | 352,535 | |
| 144,019 | 471,529 | -327,510 | +8,397 | -19,222 | 360,755 | |
| 132,181 | 468,088 | -335,907 | +542 | -27,056 | 377,145 | |
| 143,643 | 480,092 | -336,449 | -57,945 | -35,904 | 386,210 | |
| 220,265 | 498,769 | -278,504 | -5,416 | -54,209 | 368,749 | |
| 203,114 | 476,202 | -273,088 | -2,736 | -50,018 | 361,143 | |
| 198,750 | 469,102 | -270,352 | +13,343 | -47,425 | 353,375 | |
| 209,705 | 493,400 | -283,695 | +84,580 | -29,786 | 347,317 | |
| 259,618 | 627,893 | -368,275 | +16,722 | 12,093 | 376,732 | |
| 175,382 | 560,379 | -384,997 | +13,326 | 88,483 | 310,287 | |
| 212,651 | 610,974 | -398,323 | -45,064 | 54,569 | 357,320 | |
| 215,964 | 569,223 | -353,259 | -41,108 | 74,623 | 291,971 | |
| 265,636 | 577,787 | -312,151 | +94,827 | 75,034 | 251,431 | |
| 226,394 | 633,372 | -406,978 | -93,617 | 58,784 | 346,735 | |
| 202,713 | 516,074 | -313,361 | +539 | 93,393 | 221,611 | |
| 106,581 | 420,481 | -313,900 | -33,636 | 88,573 | 228,012 | |
| 113,406 | 393,670 | -280,264 | -14,043 | 46,311 | 236,612 | |
| 180,628 | 446,849 | -266,221 | -29,955 | 69,336 | 186,877 |
Every week back to 2018: SOFR-1M TFF CSV.
Recent history
| Report date | Open interest | Large spec net | Δ | Commercial net | Δ | Small trader net |
|---|---|---|---|---|---|---|
| 2026-10-20 | 1,422,267 | -14 | +26,579 | 74 | -26,674 | -60 |
| 2026-10-13 | 1,294,490 | -26,593 | -9,402 | 26,748 | +9,324 | -155 |
| 2026-10-06 | 1,245,008 | -17,191 | +40,454 | 17,424 | -37,943 | -233 |
| 2026-09-29 | 1,422,076 | -57,645 | +63,595 | 55,367 | -65,991 | 2,278 |
| 2026-09-22 | 1,302,655 | -121,240 | +41,284 | 121,358 | -41,070 | -118 |
| 2026-09-15 | 1,281,220 | -162,524 | -52,553 | 162,428 | +52,330 | 96 |
| 2026-09-08 | 1,226,251 | -109,971 | +83,211 | 110,098 | -70,339 | -127 |
| 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 |
Full history, no login: CSV (2018-07-03 → 2026-10-20) · JSON
Contract facts
FAQ
- Are large speculators long or short SOFR-1M futures?
- As of the 2026-10-20 COT report, large speculators (non-commercial traders) are net short 14 contracts in SOFR-1M futures.
- What is the leveraged funds position in SOFR-1M futures?
- As of the 2026-10-20 COT report, leveraged funds traders are net short 244,637 contracts (165,436 long, 410,073 short) in SOFR-1M futures. The week-by-week table on this page lists the last 26 reports.
- How current is this SOFR-1M COT data?
- The latest report is dated 2026-10-20 (positions as of that Tuesday's close), published by the CFTC on 2026-10-23. 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 2026-10-20) 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 → 2026-10-20. Methodology.