COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2024-02-20

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 2024-02-20. 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: 958,442   Total Changes: +40,429   Total Traders: 197
AS OF: 2024-02-20

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
348,987
+43,345
36.4% 38 124,117
+7,293
12.9% 50 252,203
+18,179
26.3% 62
Asset Manager/
Institutional
35,404
-13,079
3.7% 5 4,022
+84
0.4% 7 35,302
+7,165
3.7% 0
Leveraged
Funds
123,975
+1,671
12.9% 29 374,927
+21,876
39.1% 49 139,762
-16,794
14.6% 48
Other
Reportables
8,936
+44
0.9% 8 14,550
+2,529
1.5% 10 13,141
-104
1.4% 4
Nonreportable
Positions
732
+2
0.1%   418
+201
0.0%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short