SOFR (3-Month) COT Report
The Commitment of Traders (COT) report shows how the largest traders are positioned in SOFR (3-Month) futures each week. The CFTC splits open interest into speculators (managed money) and commercial hedgers, so you can see who is leaning which way. Tracking when SOFR (3-Month) speculative positioning reaches an extreme, and how speculators line up against commercials, is one of the most widely followed sentiment tools in futures.
What drives SOFR (3-Month) positioning
In interest-rate futures, dealers and real-money accounts manage duration while speculators express macro rate views, so SOFR (3-Month) positioning is a key gauge of rate sentiment. SOFR futures are the core front-end market for Fed-path expectations, and the contract carries one of the largest open interests in all of futures.
How to read the SOFR (3-Month) COT report
For SOFR (3-Month), the 52-week z-score shows how far positioning sits from its one-year norm across dealers, asset managers and leveraged funds: high positive is crowded long, deeply negative crowded short. Use the positioning regime to tell a trending rate move from a stretched one. SOFR positioning reflects the consensus bet on the Fed path, so extremes mark crowded consensus and the risk is a repricing. New to this? Start with how to read the COT report.
COTInsight scores SOFR (3-Month) on nine analytical layers every week, the moment the CFTC data lands: the 52-week z-score, the 3-year COT Index, regime classification, price-versus-positioning divergence, open-interest trend and more, with up to ten years of history so you can see how today compares to every prior extreme.
SOFR (3-Month) COT report FAQ
Which CFTC report covers SOFR (3-Month)?
SOFR (3-Month) positioning comes from the CFTC Traders in Financial Futures (TFF) report, which splits SOFR (3-Month) positioning into Dealer/Intermediary, Asset Manager, Leveraged Funds and Other Reportables. COTInsight reads it directly from the CFTC every week.
When is the SOFR (3-Month) COT report updated?
The CFTC releases the Commitments of Traders report every Friday at 3:30pm ET, reflecting positions as of the prior Tuesday. COTInsight recomputes the SOFR (3-Month) z-score, COT Index and regime the moment the data lands.
Is SOFR (3-Month) COT positioning bullish or bearish right now?
The COT report is a positioning and sentiment gauge, not a direct buy or sell signal: it shows whether speculators are crowded long or short in SOFR (3-Month). COTInsight scores this week's SOFR (3-Month) reading on a 52-week z-score, a 3-year COT Index and a positioning regime. Start a free 7-day trial to see the current reading.
See where SOFR (3-Month) is positioned, free for 7 days
Full dashboard access to SOFR (3-Month) and 475+ CFTC markets the moment you log in, no card required. Then keep the edge with a plan:
- All 475+ instruments, every week
- 10-year positioning history
- Z-score, COT Index and regime classifier
- OI trend, divergence and small-spec flags
- Heatmap, detail panel and participant charts
- Structured weekly CSV export
- Everything in Pro
- Historical outcome stats (4W / 8W / 12W)
- PDF briefings and full archive ZIP (up to 16 years)
- VS comparison and Futures-Only view
- Options exposure: share of open interest and its effect on the net read
- REST API access
- AI analyst insights
- Exclusive: the COTInsight TradingView indicator