COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2023-09-19

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 2023-09-19. 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: 897,685   Total Changes: +37,765   Total Traders: 182
AS OF: 2023-09-19

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
397,380
+4,798
44.3% 33 209,281
+21,483
23.3% 50 180,100
+14,357
20.1% 55
Asset Manager/
Institutional
11,488
+2,353
1.3% 0 6,176
+705
0.7% 6 9,116
+1,190
1.0% 0
Leveraged
Funds
134,149
+5,968
14.9% 35 290,248
-7,194
32.3% 43 162,719
+9,087
18.1% 45
Other
Reportables
2,265
-54
0.3% 7 39,540
+5,002
4.4% 4 93
-37
0.0% 0
Nonreportable
Positions
375
+103
0.0%   412
-6,828
0.0%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short