COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2025-04-08

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 2025-04-08. 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: 1,355,194   Total Changes: +129,658   Total Traders: 197
AS OF: 2025-04-08

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
213,205
+8,374
15.7% 37 364,251
+127,924
26.9% 54 272,361
-12,827
20.1% 59
Asset Manager/
Institutional
11,385
+11,160
0.8% 0 22,213
-19,961
1.6% 10 19,366
+8,566
1.4% 5
Leveraged
Funds
563,208
+40,991
41.6% 26 407,463
-37,131
30.1% 56 263,491
+68,935
19.4% 49
Other
Reportables
10,019
+4,597
0.7% 6 2,011
+1,210
0.1% 4 1,149
-648
0.1% 0
Nonreportable
Positions
1,010
+510
0.1%   2,889
-6,410
0.2%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short