3-MONTH SOFR
CHICAGO MERCANTILE EXCHANGE · TFF report · Latest: 2026-06-02
Lev. Funds Net
-2,103,389
Asset Mgr Net
-392,749
Open Interest
13,499,017
COT Index (1Y)
0%
3-MONTH SOFR — Net Positioning
Recent Reports
| Date | OI | Lev Net | AM Net |
|---|---|---|---|
| 2026-06-02 | 13,499,017 | -2,103,389 | -392,749 |
| 2026-05-26 | 13,348,094 | -1,724,797 | -320,409 |
| 2026-05-19 | 13,385,384 | -1,610,423 | -327,042 |
| 2026-05-12 | 13,320,834 | -1,530,754 | -244,061 |
| 2026-05-05 | 12,739,923 | -1,343,025 | -96,154 |
| 2026-04-28 | 12,166,138 | -924,352 | 130,541 |
| 2026-04-21 | 12,049,195 | -910,028 | 205,714 |
| 2026-04-14 | 12,033,346 | -783,332 | 35,718 |
| 2026-04-07 | 12,055,518 | -625,987 | -26,594 |
| 2026-03-31 | 11,942,542 | -660,012 | 84,159 |
| 2026-03-24 | 12,136,228 | -875,793 | 60,403 |
| 2026-03-17 | 13,387,148 | -937,414 | -227,015 |
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