COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2024-04-09
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 2024-04-09. 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: 890,161 Total Changes: +52,706 Total Traders: 191
CFTC Code: #134742
Open Interest: 890,161 Total Changes: +52,706 Total Traders: 191
AS OF: 2024-04-09
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
311,006 +8,545 |
34.9% | 38 | 128,310 +25,952 |
14.4% | 44 | 232,183 +4,934 |
26.1% | 55 |
| Asset Manager/ Institutional |
2,585 -81 |
0.3% | 5 | 62,865 +2,855 |
7.1% | 8 | 6,643 +56 |
0.7% | 6 |
| Leveraged Funds |
181,471 +6,674 |
20.4% | 24 | 294,844 -13,997 |
33.1% | 46 | 133,212 +32,258 |
15.0% | 46 |
| Other Reportables |
5,880 +306 |
0.7% | 12 | 14,922 +666 |
1.7% | 12 | 17,037 +68 |
1.9% | 6 |
| Nonreportable Positions |
144 -54 |
0.0% | 145 -86 |
0.0% | |||||
