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
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% | |||||
