COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-07-07
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 2026-07-07. 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: 1,464,150 Total Changes: -298,739 Total Traders: 205
CFTC Code: #134742
Open Interest: 1,464,150 Total Changes: -298,739 Total Traders: 205
AS OF: 2026-07-07
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
531,818 -112,930 |
36.3% | 44 | 184,501 -83,515 |
12.6% | 41 | 233,021 -54,702 |
15.9% | 64 |
| Asset Manager/ Institutional |
14,100 -26,957 |
1.0% | 43,886 +14,922 |
3.0% | 10 | 113,463 -28,246 |
7.7% | 6 | |
| Leveraged Funds |
209,705 -49,913 |
14.3% | 34 | 493,400 -134,493 |
33.7% | 56 | 344,142 -29,413 |
23.5% | 54 |
| Other Reportables |
2,041 +520 |
0.1% | 7 | 26,112 +6,066 |
1.8% | 9 | 382 -174 |
0.0% | 4 |
| Nonreportable Positions |
15,478 +3,076 |
1.1% | 25,243 +10,816 |
1.7% | |||||
