COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2025-03-18
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 2025-03-18. 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: 1,359,305 Total Changes: +29,053 Total Traders: 200
CFTC Code: #134742
Open Interest: 1,359,305 Total Changes: +29,053 Total Traders: 200
AS OF: 2025-03-18
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
297,614 -8,884 |
21.9% | 34 | 285,754 -2,512 |
21.0% | 52 | 314,484 +28,165 |
23.1% | 57 |
| Asset Manager/ Institutional |
241 +54 |
0.0% | 0 | 46,815 +950 |
3.4% | 12 | 10,727 -178 |
0.8% | 5 |
| Leveraged Funds |
509,039 +91,520 |
37.4% | 28 | 465,272 +84,261 |
34.2% | 60 | 211,736 -82,536 |
15.6% | 58 |
| Other Reportables |
9,549 -1,920 |
0.7% | 6 | 1,009 -6 |
0.1% | 5 | 1,131 +234 |
0.1% | 0 |
| Nonreportable Positions |
4,784 +2,598 |
0.4% | 22,377 +675 |
1.6% | |||||
