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 2020-09-22. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
17,441 +7,992 |
9.9% | 6 | 91,895 +16,487 |
52.2% | 22 | 12,947 -8,064 |
7.4% | 13 |
| Asset Manager/ Institutional |
4,582 +1,084 |
2.6% | 0 | 2,178 +1,460 |
1.2% | 0 | 3,181 +1,866 |
1.8% | 4 |
| Leveraged Funds |
93,854 +13,674 |
53.4% | 14 | 38,253 +7,771 |
21.7% | 25 | 26,543 +593 |
15.1% | 26 |
| Other Reportables |
16,625 +3,049 |
9.5% | 0 | 0 0 |
0.0% | 0 | 631 -170 |
0.4% | 0 |
| Nonreportable Positions |
76 -12 |
0.0% | 252 +69 |
0.1% | |||||
