3-Month SOFR 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)
3-Month SOFR positioning leans bullish - commercials buying (26w index 71), speculators crowded short (3y index 18).
How this read is built
- Commercials (hedgers) are net long and sit near the top of their 26-week range (COT index 71) - a bullish tilt in the traditional read.
- Large speculators are net short near the bottom of their 3-year range (index 18) - 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 2,415,267 3-Month SOFR futures contracts (up 19,123 week-over-week), commercials are net long 2,414,401, and open interest is 12,982,053 contracts. Leveraged funds were net short 2,373,040 contracts as of (down 127,533 week-over-week), holding 1,111,517 long and 3,484,557 short.
Cite this data
FuturesBench, "3-Month SOFR COT Report," data as of 2026-10-20. 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
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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 | -2,415,267 | +19,123 | -18.6% | 29.3 | 22.6 | 17.8 |
| Commercials | 2,414,401 | -19,589 | 18.6% | 70.7 | 77.5 | 82.2 |
| Small traders | 866 | +466 | 0.0% | 88.1 | 83.5 | 58.8 |
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 2026-10-20
| Trader category | Net position | Weekly change | % of open interest | COT index 26w | COT index 52w | COT index 3y |
|---|---|---|---|---|---|---|
| Dealer/intermediary | 2,628,838 | -92,122 | 20.2% | 63.2 | 71.1 | 77.9 |
| Asset manager | -231,610 | +235,309 | -1.8% | 61.4 | 37.7 | 35.8 |
| Leveraged funds | -2,373,040 | -127,533 | -18.3% | 28.3 | 21.6 | 13.1 |
| Other reportables | -25,054 | -16,120 | -0.2% | 30.0 | 43.1 | 74.3 |
| Small traders | 866 | +466 | 0.0% | 88.1 | 83.5 | 58.8 |
Full Traders in Financial Futures report history: CSV · switch the chart above to this report family for the full series.
3-Month SOFR leveraged funds positions, week by week
Leveraged funds long, short and net position in 3-Month SOFR 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 |
|---|---|---|---|---|---|---|
| 1,111,517 | 3,484,557 | -2,373,040 | -127,533 | -231,610 | 2,628,838 | |
| 1,137,065 | 3,382,572 | -2,245,507 | +108,209 | -466,919 | 2,720,960 | |
| 1,044,094 | 3,397,810 | -2,353,716 | +56,627 | -481,742 | 2,819,258 | |
| 1,027,128 | 3,437,471 | -2,410,343 | +34,643 | -574,587 | 2,960,531 | |
| 972,889 | 3,417,875 | -2,444,986 | +329,162 | -682,160 | 3,152,190 | |
| 972,837 | 3,746,985 | -2,774,148 | +29,297 | -714,756 | 3,524,755 | |
| 894,938 | 3,698,383 | -2,803,445 | -197,465 | -807,531 | 3,693,025 | |
| 951,000 | 3,556,980 | -2,605,980 | -9,115 | -692,590 | 3,379,318 | |
| 966,344 | 3,563,209 | -2,596,865 | -65,972 | -506,140 | 3,111,131 | |
| 1,052,967 | 3,583,860 | -2,530,893 | +28,923 | -599,798 | 3,135,648 | |
| 1,124,823 | 3,684,639 | -2,559,816 | -27,730 | -478,036 | 3,048,077 | |
| 1,155,005 | 3,687,091 | -2,532,086 | -86,148 | -482,891 | 2,998,180 | |
| 1,147,906 | 3,593,844 | -2,445,938 | +248,236 | -587,821 | 2,949,333 | |
| 1,161,116 | 3,855,290 | -2,694,174 | +92,780 | -521,246 | 3,085,663 | |
| 1,108,561 | 3,895,515 | -2,786,954 | +85,452 | -483,061 | 3,162,250 | |
| 1,046,636 | 3,919,042 | -2,872,406 | +71,492 | -501,067 | 3,317,752 | |
| 1,062,712 | 4,006,610 | -2,943,898 | -157,650 | -545,704 | 3,466,651 | |
| 1,045,743 | 3,831,991 | -2,786,248 | -386,348 | -473,507 | 3,262,610 | |
| 1,064,889 | 3,464,789 | -2,399,900 | +49,964 | -531,711 | 3,020,598 | |
| 1,097,417 | 3,547,281 | -2,449,864 | -346,475 | -361,572 | 2,890,339 | |
| 1,181,195 | 3,284,584 | -2,103,389 | -378,592 | -392,749 | 2,632,946 | |
| 1,317,233 | 3,042,030 | -1,724,797 | -114,374 | -320,409 | 2,087,231 | |
| 1,333,039 | 2,943,462 | -1,610,423 | -79,669 | -327,042 | 1,973,354 | |
| 1,434,714 | 2,965,468 | -1,530,754 | -187,729 | -244,061 | 1,719,008 | |
| 1,490,031 | 2,833,056 | -1,343,025 | -418,673 | -96,154 | 1,372,369 | |
| 1,567,992 | 2,492,344 | -924,352 | -14,324 | 130,541 | 799,670 |
Every week back to 2018: 3-Month SOFR TFF CSV.
Recent history
| Report date | Open interest | Large spec net | Δ | Commercial net | Δ | Small trader net |
|---|---|---|---|---|---|---|
| 2026-10-20 | 12,982,053 | -2,415,267 | +19,123 | 2,414,401 | -19,589 | 866 |
| 2026-10-13 | 12,928,520 | -2,434,390 | +74,192 | 2,433,990 | -75,380 | 400 |
| 2026-10-06 | 12,657,372 | -2,508,582 | +34,095 | 2,509,370 | -38,140 | -788 |
| 2026-09-29 | 12,455,877 | -2,542,677 | +101,155 | 2,547,510 | -93,221 | -4,833 |
| 2026-09-22 | 12,230,496 | -2,643,832 | +252,374 | 2,640,731 | -249,491 | 3,101 |
| 2026-09-15 | 13,349,060 | -2,896,206 | +207,131 | 2,890,222 | -211,616 | 5,984 |
| 2026-09-08 | 13,294,407 | -3,103,337 | -164,704 | 3,101,838 | +163,939 | 1,499 |
| 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 |
Full history, no login: CSV (2018-07-24 → 2026-10-20) · JSON
Contract facts
FAQ
- Are large speculators long or short 3-Month SOFR futures?
- As of the 2026-10-20 COT report, large speculators (non-commercial traders) are net short 2,415,267 contracts in 3-Month SOFR futures.
- What is the leveraged funds position in 3-Month SOFR futures?
- As of the 2026-10-20 COT report, leveraged funds traders are net short 2,373,040 contracts (1,111,517 long, 3,484,557 short) in 3-Month SOFR futures. The week-by-week table on this page lists the last 26 reports.
- How current is this 3-Month SOFR 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 3-Month SOFR COT history?
- The full weekly series (2018-07-24 to 2026-10-20) is free at /data/cot/sofr-3-month.csv - no login, no cap.
Learn: how to read this report · commercials vs non-commercials · glossary
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Source: CFTC Commitments of Traders, legacy futures-only report, contract code 134741. Dataset coverage 2018-07-24 → 2026-10-20. Methodology.