COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2025-05-27
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 2025-05-27. 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: 1,535,863 Total Changes: +237,305 Total Traders: 200
CFTC Code: #134742
Open Interest: 1,535,863 Total Changes: +237,305 Total Traders: 200
AS OF: 2025-05-27
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
419,316 +56,260 |
27.3% | 38 | 393,471 +3,404 |
25.6% | 48 | 307,704 +6,516 |
20.0% | 58 |
| Asset Manager/ Institutional |
15,499 -2,500 |
1.0% | 0 | 19,455 -8,032 |
1.3% | 9 | 20,266 +4,264 |
1.3% | 5 |
| Leveraged Funds |
268,772 +15,371 |
17.5% | 42 | 297,219 +85,539 |
19.4% | 45 | 477,049 +154,768 |
31.1% | 58 |
| Other Reportables |
17,178 +343 |
1.1% | 5 | 6,205 -11,273 |
0.4% | 10 | 9,408 +2,178 |
0.6% | 4 |
| Nonreportable Positions |
671 +105 |
0.0% | 5,086 -59 |
0.3% | |||||
