COT Report: 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2021-07-20

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 2021-07-20. 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: 179,410   Total Changes: +616   Total Traders: 85
AS OF: 2021-07-20

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
30,789
+1,883
17.2% 15 60,395
+787
33.7% 17 29,032
+738
16.2% 15
Asset Manager/
Institutional
6,350
+431
3.5% 4 5,562
+13
3.1% 0 1,292
0
0.7% 0
Leveraged
Funds
68,512
-1,448
38.2% 20 39,460
+109
22.0% 22 41,728
-1,003
23.3% 25
Other
Reportables
123
0
0.1% 0 414
-43
0.2% 0 1,463
+35
0.8% 0
Nonreportable
Positions
121
-20
0.1%   64
-20
0.0%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short