COT Report: 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2021-01-12
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 2021-01-12. 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: 176,147 Total Changes: +15,262 Total Traders: 75
CFTC Code: #134742
Open Interest: 176,147 Total Changes: +15,262 Total Traders: 75
AS OF: 2021-01-12
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
20,549 -12,446 |
11.7% | 8 | 104,333 +5,425 |
59.2% | 16 | 24,512 +4,419 |
13.9% | 10 |
| Asset Manager/ Institutional |
4,472 +411 |
2.5% | 0 | 5,554 +5,410 |
3.2% | 0 | 1,313 -883 |
0.7% | 0 |
| Leveraged Funds |
74,739 +18,421 |
42.4% | 26 | 9,586 +391 |
5.4% | 15 | 29,228 +876 |
16.6% | 24 |
| Other Reportables |
20,137 +4,506 |
11.4% | 4 | 356 -300 |
0.2% | 0 | 1,144 +45 |
0.6% | 0 |
| Nonreportable Positions |
53 -87 |
0.0% | 121 -121 |
0.1% | |||||
