SOFR-1M COT Report
CFTC Commitments of Traders · report date 2026-07-21 (released Jul 24, 2026) · next report expected Jul 31, 2026 (regular cycle; see the release schedule for holiday shifts)
As of the Jul 21, 2026 COT report, large speculators are net short 218,920 SOFR-1M futures contracts (down 339 week-over-week), commercials are net long 220,317, and open interest is 1,535,514 contracts.
-218,920
Large speculators net
220,317
Commercials net
39.5
COT index (3-year)
1,535,514
Open interest
Positioning — week of 2026-07-21
| Trader category | Net position | Weekly change | % of open interest | COT index 26w | COT index 52w | COT index 3y |
|---|---|---|---|---|---|---|
| Large speculators | -218,920 | -339 | -14.3% | 14.1 | 52.4 | 39.5 |
| Commercials | 220,317 | +843 | 14.3% | 86.6 | 48.3 | 60.6 |
| Small traders | -1,397 | -504 | -0.1% | 59.9 | 36.8 | 64.0 |
Net = long − short (spread positions cancel). COT index: 0 = most net-short of the lookback, 100 = most net-long. How it's computed.
Net positions since 2018
Traders in Financial Futures breakdown — week of 2026-07-21
| Category | Net position | Weekly change |
|---|---|---|
| Dealer/intermediary | 361,143 | +7,768 |
| Asset manager | -50,018 | -2,593 |
| Leveraged funds | -273,088 | -2,736 |
| Other reportables | -36,640 | -1,935 |
| Small traders | -1,397 | -504 |
Recent history
| Report date | Open interest | Large spec net | Δ | Commercial net | Δ | Small trader net |
|---|---|---|---|---|---|---|
| 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 |
| 2026-03-03 | 1,279,205 | -177,288 | -4,108 | 177,472 | +4,421 | -184 |
| 2026-02-24 | 1,667,552 | -173,180 | -78,125 | 173,051 | +77,973 | 129 |
| 2026-02-17 | 1,390,408 | -95,055 | +16,688 | 95,078 | -16,741 | -23 |
| 2026-02-10 | 1,300,136 | -111,743 | -8,660 | 111,819 | +8,614 | -76 |
| 2026-02-03 | 1,216,204 | -103,083 | +104,956 | 103,205 | -104,923 | -122 |
| 2026-01-27 | 1,630,069 | -208,039 | +65,833 | 208,128 | -65,834 | -89 |
Full history, no login: CSV (2018-07-03 → 2026-07-21) · JSON
Contract facts
($4,167 x Contract IMM Index)
Contract unit (CFTC)
134742
CFTC contract code
FAQ
- Are large speculators long or short SOFR-1M futures?
- As of the 2026-07-21 COT report, large speculators (non-commercial traders) are net short 218,920 contracts in SOFR-1M futures.
- How current is this SOFR-1M COT data?
- The latest report is dated 2026-07-21 (positions as of that Tuesday's close), published by the CFTC on 2026-07-24. 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 2026-07-21) is free at /data/cot/sofr-1m.csv — no login, no cap.
Related markets
All COT markets
Interest Rates - Non U.S. Treasury
SOFR-1M CSV
3-Month SOFR COT
30-Day Fed Funds COT
Source: CFTC Commitments of Traders, legacy futures-only report, contract code 134742. Dataset coverage 2018-07-03 → 2026-07-21. Methodology.