COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2024-06-11

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 2024-06-11. 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: 804,856   Total Changes: +52,762   Total Traders: 187
AS OF: 2024-06-11

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
298,240
+35,896
37.1% 47 156,448
+38,577
19.4% 33 168,568
+6,242
20.9% 55
Asset Manager/
Institutional
2,803
+126
0.3% 5 18,633
+4,659
2.3% 7 15,024
+2,181
1.9% 4
Leveraged
Funds
154,787
-7,096
19.2% 34 259,500
-17,101
32.2% 45 150,252
+15,031
18.7% 45
Other
Reportables
1,893
+13
0.2% 5 23,371
+2,849
2.9% 9 12,745
+198
1.6% 5
Nonreportable
Positions
544
+171
0.1%   315
+126
0.0%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short