COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2024-09-24
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 2024-09-24. 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: 1,342,702 Total Changes: +13,639 Total Traders: 213
CFTC Code: #134742
Open Interest: 1,342,702 Total Changes: +13,639 Total Traders: 213
AS OF: 2024-09-24
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
290,866 -13,672 |
21.7% | 39 | 299,895 +36,318 |
22.3% | 49 | 246,555 -8,911 |
18.4% | 63 |
| Asset Manager/ Institutional |
7,031 -1,379 |
0.5% | 5 | 76,540 +11,734 |
5.7% | 10 | 12,728 +1,047 |
0.9% | 5 |
| Leveraged Funds |
445,323 -5,700 |
33.2% | 40 | 365,669 -61,548 |
27.2% | 50 | 326,277 +41,112 |
24.3% | 57 |
| Other Reportables |
12,010 +859 |
0.9% | 11 | 12,509 -3,004 |
0.9% | 7 | 1,493 +243 |
0.1% | 6 |
| Nonreportable Positions |
419 +40 |
0.0% | 1,036 -3,352 |
0.1% | |||||
