COT Report: 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2021-10-12

Below is the Commitments of Traders (COT) report for 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE (futures only) with COT charts. This COT report for 1-MONTH SOFR is as of 2021-10-12. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code: #134742
Open Interest: 170,030   Total Changes: +8,539   Total Traders: 77
AS OF: 2021-10-12

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
57,733
+4,564
34.0% 15 34,810
-2,749
20.5% 16 19,254
-432
11.3% 13
Asset Manager/
Institutional
11,482
+1,644
6.8% 0 2,521
-7
1.5% 0 796
0
0.5% 0
Leveraged
Funds
38,845
+3,138
22.8% 19 66,557
+7,763
39.1% 17 40,588
-121
23.9% 24
Other
Reportables
166
-322
0.1% 0 4,269
+4,021
2.5% 0 1,056
+47
0.6% 0
Nonreportable
Positions
110
+21
0.1%   179
+17
0.1%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short