COT Report: 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2021-04-13
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 2021-04-13. 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: 247,884 Total Changes: +42,210 Total Traders: 97
CFTC Code: #134742
Open Interest: 247,884 Total Changes: +42,210 Total Traders: 97
AS OF: 2021-04-13
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
47,281 +5,713 |
19.1% | 12 | 93,701 +17,790 |
37.8% | 23 | 29,455 +454 |
11.9% | 14 |
| Asset Manager/ Institutional |
185 +5 |
0.1% | 0 | 14,325 +2,770 |
5.8% | 6 | 940 -164 |
0.4% | 0 |
| Leveraged Funds |
101,970 +19,419 |
41.1% | 27 | 36,150 -2,602 |
14.6% | 22 | 61,372 +16,311 |
24.8% | 31 |
| Other Reportables |
156 -1,879 |
0.1% | 0 | 5,338 +5,271 |
2.2% | 0 | 6,513 +2,396 |
2.6% | 0 |
| Nonreportable Positions |
12 -45 |
0.0% | 90 -16 |
0.0% | |||||
