COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2022-11-29
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 2022-11-29. 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: 747,463 Total Changes: +71,650 Total Traders: 174
CFTC Code: #134742
Open Interest: 747,463 Total Changes: +71,650 Total Traders: 174
AS OF: 2022-11-29
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
117,153 +5,125 |
15.7% | 35 | 287,320 +11,210 |
38.4% | 49 | 170,824 +16,315 |
22.9% | 54 |
| Asset Manager/ Institutional |
20,874 +19,912 |
2.8% | 0 | 6,219 -1,530 |
0.8% | 5 | 5,247 -5,150 |
0.7% | 0 |
| Leveraged Funds |
295,705 +23,826 |
39.6% | 29 | 132,432 +35,646 |
17.7% | 38 | 134,673 +10,797 |
18.0% | 46 |
| Other Reportables |
2,414 +1,187 |
0.3% | 7 | 10,142 +4,598 |
1.4% | 8 | 438 -231 |
0.1% | 7 |
| Nonreportable Positions |
135 -131 |
0.0% | 168 -5 |
0.0% | |||||
