COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2023-09-19
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 2023-09-19. 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: 897,685 Total Changes: +37,765 Total Traders: 182
CFTC Code: #134742
Open Interest: 897,685 Total Changes: +37,765 Total Traders: 182
AS OF: 2023-09-19
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
397,380 +4,798 |
44.3% | 33 | 209,281 +21,483 |
23.3% | 50 | 180,100 +14,357 |
20.1% | 55 |
| Asset Manager/ Institutional |
11,488 +2,353 |
1.3% | 0 | 6,176 +705 |
0.7% | 6 | 9,116 +1,190 |
1.0% | 0 |
| Leveraged Funds |
134,149 +5,968 |
14.9% | 35 | 290,248 -7,194 |
32.3% | 43 | 162,719 +9,087 |
18.1% | 45 |
| Other Reportables |
2,265 -54 |
0.3% | 7 | 39,540 +5,002 |
4.4% | 4 | 93 -37 |
0.0% | 0 |
| Nonreportable Positions |
375 +103 |
0.0% | 412 -6,828 |
0.0% | |||||
