COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2025-07-01

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 2025-07-01. 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: 1,258,036   Total Changes: -157,618   Total Traders: 204
AS OF: 2025-07-01

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
389,121
+59,783
30.9% 44 228,929
+4,512
18.2% 44 194,544
-112,674
15.5% 54
Asset Manager/
Institutional
1,334
-5,247
0.1% 0 62,959
+23,189
5.0% 11 12,651
-3,912
1.0% 4
Leveraged
Funds
259,817
-66,821
20.7% 35 354,671
-50,027
28.2% 53 384,771
-19,060
30.6% 54
Other
Reportables
3,596
-9,538
0.3% 6 12,389
+1,071
1.0% 7 5,034
-1,909
0.4% 0
Nonreportable
Positions
7,168
+1,760
0.6%   2,088
+1,192
0.2%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short