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
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% | |||||
