COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2025-04-29

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 2025-04-29. 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: 1,598,685   Total Changes: +81,629   Total Traders: 210
AS OF: 2025-04-29

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
266,299
+27,317
16.7% 31 518,822
+68,766
32.5% 65 308,873
-3,042
19.3% 62
Asset Manager/
Institutional
16,177
+10,034
1.0% 0 48,898
+5,107
3.1% 9 15,751
-2,347
1.0% 6
Leveraged
Funds
566,123
-22,703
35.4% 34 282,213
-61,010
17.7% 52 413,829
+71,093
25.9% 51
Other
Reportables
7,466
+377
0.5% 8 4,056
+27
0.3% 8 3,321
+675
0.2% 0
Nonreportable
Positions
846
+225
0.1%   2,922
+2,360
0.2%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short