COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2023-03-28
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 2023-03-28. 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: 847,691 Total Changes: +24,021 Total Traders: 165
CFTC Code: #134742
Open Interest: 847,691 Total Changes: +24,021 Total Traders: 165
AS OF: 2023-03-28
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
215,326 -5,931 |
25.4% | 30 | 284,842 +27,857 |
33.6% | 46 | 229,892 +2,560 |
27.1% | 52 |
| Asset Manager/ Institutional |
100 -1,409 |
0.0% | 0 | 47,175 +653 |
5.6% | 4 | 7,920 +103 |
0.9% | 0 |
| Leveraged Funds |
262,444 +29,419 |
31.0% | 28 | 134,948 -7,641 |
15.9% | 40 | 128,239 -2,125 |
15.1% | 45 |
| Other Reportables |
3,152 +1,865 |
0.4% | 5 | 13,580 +3,271 |
1.6% | 9 | 347 -43 |
0.0% | 5 |
| Nonreportable Positions |
271 -418 |
0.0% | 748 -614 |
0.1% | |||||
