COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2023-03-28

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 2023-03-28. 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: 847,691   Total Changes: +24,021   Total Traders: 165
AS OF: 2023-03-28

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
215,326
-5,931
25.4% 30 284,842
+27,857
33.6% 46 229,892
+2,560
27.1% 52
Asset Manager/
Institutional
100
-1,409
0.0% 0 47,175
+653
5.6% 4 7,920
+103
0.9% 0
Leveraged
Funds
262,444
+29,419
31.0% 28 134,948
-7,641
15.9% 40 128,239
-2,125
15.1% 45
Other
Reportables
3,152
+1,865
0.4% 5 13,580
+3,271
1.6% 9 347
-43
0.0% 5
Nonreportable
Positions
271
-418
0.0%   748
-614
0.1%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short