COT Report: 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2021-01-12

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 2021-01-12. 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: 176,147   Total Changes: +15,262   Total Traders: 75
AS OF: 2021-01-12

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
20,549
-12,446
11.7% 8 104,333
+5,425
59.2% 16 24,512
+4,419
13.9% 10
Asset Manager/
Institutional
4,472
+411
2.5% 0 5,554
+5,410
3.2% 0 1,313
-883
0.7% 0
Leveraged
Funds
74,739
+18,421
42.4% 26 9,586
+391
5.4% 15 29,228
+876
16.6% 24
Other
Reportables
20,137
+4,506
11.4% 4 356
-300
0.2% 0 1,144
+45
0.6% 0
Nonreportable
Positions
53
-87
0.0%   121
-121
0.1%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short