COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-09-08
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 2026-09-08. 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: 1,226,251 Total Changes: -428,687 Total Traders: 205
CFTC Code: #134742
Open Interest: 1,226,251 Total Changes: -428,687 Total Traders: 205
AS OF: 2026-09-08
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
481,283 -199,370 |
39.2% | 43 | 205,991 -65,735 |
16.8% | 47 | 201,100 -61,032 |
16.4% | 58 |
| Asset Manager/ Institutional |
91,078 +62,424 |
7.4% | 41,222 +63 |
3.4% | 10 | 29,858 -36,000 |
2.4% | 6 | |
| Leveraged Funds |
151,149 -84,453 |
12.3% | 30 | 470,684 -155,307 |
38.4% | 56 | 264,665 -96,456 |
21.6% | 52 |
| Other Reportables |
5,060 -80 |
0.4% | 6 | 10,546 -13,372 |
0.9% | 10 | 1,151 -195 |
0.1% | |
| Nonreportable Positions |
907 -13,525 |
0.1% | 1,034 -653 |
0.1% | |||||
