COT Report: 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2020-09-22

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 2020-09-22. 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: 175,880   Total Changes: +20,012   Total Traders: 78

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
17,441
+7,992
9.9% 6 91,895
+16,487
52.2% 22 12,947
-8,064
7.4% 13
Asset Manager/
Institutional
4,582
+1,084
2.6% 0 2,178
+1,460
1.2% 0 3,181
+1,866
1.8% 4
Leveraged
Funds
93,854
+13,674
53.4% 14 38,253
+7,771
21.7% 25 26,543
+593
15.1% 26
Other
Reportables
16,625
+3,049
9.5% 0 0
0
0.0% 0 631
-170
0.4% 0
Nonreportable
Positions
76
-12
0.0%   252
+69
0.1%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short