3-Month SOFR 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 2,665,085 3-Month SOFR futures contracts (up 26,996 week-over-week), commercials are net long 2,662,698, and open interest is 13,083,893 contracts.
-2,665,085
Large speculators net
2,662,698
Commercials net
6.6
COT index (3-year)
13,083,893
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 | -2,665,085 | +26,996 | -20.4% | 9.8 | 8.4 | 6.6 |
| Commercials | 2,662,698 | -27,573 | 20.4% | 90.1 | 91.6 | 93.3 |
| Small traders | 2,387 | +577 | 0.0% | 85.6 | 77.8 | 60.2 |
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 | 3,085,663 | -76,587 |
| Asset manager | -521,246 | -38,185 |
| Leveraged funds | -2,694,174 | +92,780 |
| Other reportables | 127,370 | +21,415 |
| Small traders | 2,387 | +577 |
Recent history
| Report date | Open interest | Large spec net | Δ | Commercial net | Δ | Small trader net |
|---|---|---|---|---|---|---|
| 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 |
| 2026-03-03 | 13,169,310 | -778,512 | -15,481 | 765,404 | +4,167 | 13,108 |
| 2026-02-24 | 13,425,263 | -763,031 | -28,601 | 761,237 | +28,363 | 1,794 |
| 2026-02-17 | 13,416,004 | -734,430 | -272,311 | 732,874 | +271,829 | 1,556 |
| 2026-02-10 | 13,452,693 | -462,119 | +84,688 | 461,045 | -85,455 | 1,074 |
| 2026-02-03 | 13,782,672 | -546,807 | +47,235 | 546,500 | -47,283 | 307 |
| 2026-01-27 | 13,397,835 | -594,042 | +1,559 | 593,783 | -2,781 | 259 |
Full history, no login: CSV (2018-07-24 → 2026-07-21) · JSON
Contract facts
($2,500 x Contract IMM Index)
Contract unit (CFTC)
SR3
Ticker
CME
Exchange
134741
CFTC contract code
FAQ
- Are large speculators long or short 3-Month SOFR futures?
- As of the 2026-07-21 COT report, large speculators (non-commercial traders) are net short 2,665,085 contracts in 3-Month SOFR futures.
- How current is this 3-Month SOFR 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 3-Month SOFR COT history?
- The full weekly series (2018-07-24 to 2026-07-21) is free at /data/cot/sofr-3-month.csv — no login, no cap.
Related markets
All COT markets
Interest Rates - Non U.S. Treasury
3-Month SOFR CSV
30-Day Fed Funds COT
SOFR-1M COT
Source: CFTC Commitments of Traders, legacy futures-only report, contract code 134741. Dataset coverage 2018-07-24 → 2026-07-21. Methodology.