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
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%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short