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
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%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short