COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-08-18
Below is the Commitments of Traders (COT) report for SOFR-1M - CHICAGO MERCANTILE EXCHANGE (futures only) with COT charts. This COT report for SOFR-1M is as of 2026-08-18. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code: #134742
Open Interest: 1,431,755 Total Changes: +60,001 Total Traders: 209
CFTC Code: #134742
Open Interest: 1,431,755 Total Changes: +60,001 Total Traders: 209
AS OF: 2026-08-18
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
606,207 +18,353 |
42.3% | 49 | 245,452 +34,743 |
17.1% | 42 | 215,618 -4,048 |
15.1% | 66 |
| Asset Manager/ Institutional |
4,480 -87 |
0.3% | 23,702 -7,921 |
1.7% | 12 | 112,351 +8,623 |
7.8% | 7 | |
| Leveraged Funds |
144,019 +11,838 |
10.1% | 27 | 471,529 +3,441 |
32.9% | 61 | 318,956 +4,662 |
22.3% | 53 |
| Other Reportables |
5,695 -117 |
0.4% | 8 | 19,674 -72 |
1.4% | 7 | 1,246 -12 |
0.1% | |
| Nonreportable Positions |
23,183 +20,789 |
1.6% | 23,227 +20,585 |
1.6% | |||||
