COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-09-29
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 2026-09-29. 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: 1,422,076 Total Changes: +119,421 Total Traders: 209
CFTC Code: #134742
Open Interest: 1,422,076 Total Changes: +119,421 Total Traders: 209
AS OF: 2026-09-29
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
565,573 +29,362 |
39.8% | 45 | 221,211 +7,833 |
15.6% | 46 | 229,380 -1,660 |
16.1% | 66 |
| Asset Manager/ Institutional |
80,101 +3,666 |
5.6% | 55,348 +6,140 |
3.9% | 12 | 36,386 +1,716 |
2.6% | 8 | |
| Leveraged Funds |
170,300 +65,002 |
12.0% | 29 | 531,597 +86,602 |
37.4% | 56 | 330,914 +19,195 |
23.3% | 56 |
| Other Reportables |
6,649 -65 |
0.5% | 8 | 16,745 -214 |
1.2% | 10 | 179 -26 |
0.0% | |
| Nonreportable Positions |
2,594 +2,231 |
0.2% | 316 -165 |
0.0% | |||||
