COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2022-06-21

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 2022-06-21. 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: 488,349   Total Changes: +38,386   Total Traders: 132
AS OF: 2022-06-21

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
107,922
+8,277
22.1% 27 254,716
+48,475
52.2% 43 108,497
-8,933
22.2% 37
Asset Manager/
Institutional
1,353
-1,459
0.3% 0 3,145
-2,425
0.6% 0 954
-5,460
0.2% 0
Leveraged
Funds
190,880
+35,111
39.1% 27 42,247
-4,567
8.7% 22 75,196
+11,061
15.4% 36
Other
Reportables
2,984
-301
0.6% 0 2,798
+155
0.6% 8 329
+5
0.1% 0
Nonreportable
Positions
234
+85
0.0%   467
+75
0.1%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short