3-Month SOFR 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)
3-Month SOFR positioning leans bullish - commercials buying (26w index 100), speculators crowded short (3y index 0).
How this read is built
- Commercials (hedgers) are net long and sit near the top of their 26-week range (COT index 100) - a bullish tilt in the traditional read.
- Large speculators are net short near the bottom of their 3-year range (index 0) - a crowded short, which historically leans bullish for the setup.
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 2,938,633 3-Month SOFR futures contracts (down 204,400 week-over-week), commercials are net long 2,937,899, and open interest is 13,075,689 contracts. Leveraged funds was net short 2,605,980 contracts as of (down 9,115 week-over-week).
Cite this data
FuturesBench, "3-Month SOFR COT Report," data as of 2026-09-01. https://futuresbench.com/cot/sofr-3-month/#net-position Source: CFTC Commitments of Traders (public domain). CSV: https://futuresbench.com/data/cot/sofr-3-month.csv
Embed this chart
<iframe src="https://futuresbench.com/embed/cot/sofr-3-month/" width="100%" height="560" frameborder="0" loading="lazy" title="3-Month SOFR 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 | -2,938,633 | -204,400 | -22.5% | 0.0 | 0.0 | 0.0 |
| Commercials | 2,937,899 | +204,042 | 22.5% | 100.0 | 100.0 | 100.0 |
| Small traders | 734 | +358 | 0.0% | 87.9 | 83.4 | 58.6 |
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 of -2,938,633 contracts is a record low for this market.
- Commercials net position of 2,937,899 contracts is a record high for this market.
- Large speculators reduced their net position for a 5th consecutive week.
- Commercials raised their net position for a 5th consecutive week.
Every sentence above is computed from the stored series - no commentary, no forecasts.
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 | 3,379,318 | +268,187 | 25.8% | 97.0 | 97.5 | 98.1 |
| Asset manager | -692,590 | -186,450 | -5.3% | 0.0 | 0.0 | 14.2 |
| Leveraged funds | -2,605,980 | -9,115 | -19.9% | 14.6 | 12.8 | 7.7 |
| Other reportables | -81,482 | -72,980 | -0.6% | 4.1 | 27.2 | 64.8 |
| Small traders | 734 | +358 | 0.0% | 87.9 | 83.4 | 58.6 |
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 | 13,075,689 | -2,938,633 | -204,400 | 2,937,899 | +204,042 | 734 |
| 2026-08-25 | 13,036,905 | -2,734,233 | -51,029 | 2,733,857 | +45,055 | 376 |
| 2026-08-18 | 13,431,079 | -2,683,204 | -111,745 | 2,688,802 | +117,820 | -5,598 |
| 2026-08-11 | 13,171,809 | -2,571,459 | -49,273 | 2,570,982 | +48,375 | 477 |
| 2026-08-04 | 13,103,980 | -2,522,186 | -6,564 | 2,522,607 | +7,434 | -421 |
| 2026-07-28 | 12,809,153 | -2,515,622 | +149,463 | 2,515,173 | -147,525 | 449 |
| 2026-07-21 | 13,083,893 | -2,665,085 | +26,996 | 2,662,698 | -27,573 | 2,387 |
| 2026-07-14 | 13,177,859 | -2,692,081 | +83,873 | 2,690,271 | -83,784 | 1,810 |
| 2026-07-07 | 13,110,035 | -2,775,954 | +100,586 | 2,774,055 | -98,919 | 1,899 |
| 2026-06-30 | 13,029,733 | -2,876,540 | -68,148 | 2,872,974 | +66,162 | 3,566 |
| 2026-06-23 | 12,738,201 | -2,808,392 | +100,586 | 2,806,812 | -100,801 | 1,580 |
| 2026-06-16 | 14,100,241 | -2,908,978 | -374,915 | 2,907,613 | +374,044 | 1,365 |
| 2026-06-09 | 13,768,386 | -2,534,063 | -385,462 | 2,533,569 | +323,661 | 494 |
| 2026-06-02 | 13,499,017 | -2,148,601 | -421,302 | 2,209,908 | +491,901 | -61,307 |
| 2026-05-26 | 13,348,094 | -1,727,299 | -253,525 | 1,718,007 | +243,571 | 9,292 |
| 2026-05-19 | 13,385,384 | -1,473,774 | -330,187 | 1,474,436 | +333,810 | -662 |
| 2026-05-12 | 13,320,834 | -1,143,587 | -43,132 | 1,140,626 | +37,666 | 2,961 |
| 2026-05-05 | 12,739,923 | -1,100,455 | -347,436 | 1,102,960 | +350,483 | -2,505 |
| 2026-04-28 | 12,166,138 | -753,019 | -47,273 | 752,477 | +47,911 | 542 |
| 2026-04-21 | 12,049,195 | -705,746 | -87,650 | 704,566 | +86,989 | 1,180 |
| 2026-04-14 | 12,033,346 | -618,096 | -53,782 | 617,577 | +54,071 | 519 |
| 2026-04-07 | 12,055,518 | -564,314 | +24,825 | 563,506 | -22,970 | 808 |
| 2026-03-31 | 11,942,542 | -589,139 | -163,229 | 586,476 | +162,083 | 2,663 |
| 2026-03-24 | 12,136,228 | -425,910 | +134,015 | 424,393 | -137,712 | 1,517 |
| 2026-03-17 | 13,387,148 | -559,925 | -43,231 | 562,105 | +44,151 | -2,180 |
| 2026-03-10 | 13,192,631 | -516,694 | +261,818 | 517,954 | -247,450 | -1,260 |
Full history, no login: CSV (2018-07-24 → 2026-09-01) · JSON
Contract facts
FAQ
- Are large speculators long or short 3-Month SOFR futures?
- As of the 2026-09-01 COT report, large speculators (non-commercial traders) are net short 2,938,633 contracts in 3-Month SOFR futures.
- How current is this 3-Month SOFR 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 3-Month SOFR COT history?
- The full weekly series (2018-07-24 to 2026-09-01) is free at /data/cot/sofr-3-month.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 134741. Dataset coverage 2018-07-24 → 2026-09-01. Methodology.