COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2022-06-21
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 2022-06-21. 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: 488,349 Total Changes: +38,386 Total Traders: 132
CFTC Code: #134742
Open Interest: 488,349 Total Changes: +38,386 Total Traders: 132
AS OF: 2022-06-21
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
107,922 +8,277 |
22.1% | 27 | 254,716 +48,475 |
52.2% | 43 | 108,497 -8,933 |
22.2% | 37 |
| Asset Manager/ Institutional |
1,353 -1,459 |
0.3% | 0 | 3,145 -2,425 |
0.6% | 0 | 954 -5,460 |
0.2% | 0 |
| Leveraged Funds |
190,880 +35,111 |
39.1% | 27 | 42,247 -4,567 |
8.7% | 22 | 75,196 +11,061 |
15.4% | 36 |
| Other Reportables |
2,984 -301 |
0.6% | 0 | 2,798 +155 |
0.6% | 8 | 329 +5 |
0.1% | 0 |
| Nonreportable Positions |
234 +85 |
0.0% | 467 +75 |
0.1% | |||||
