COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2022-11-29

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 2022-11-29. 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: 747,463   Total Changes: +71,650   Total Traders: 174
AS OF: 2022-11-29

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
117,153
+5,125
15.7% 35 287,320
+11,210
38.4% 49 170,824
+16,315
22.9% 54
Asset Manager/
Institutional
20,874
+19,912
2.8% 0 6,219
-1,530
0.8% 5 5,247
-5,150
0.7% 0
Leveraged
Funds
295,705
+23,826
39.6% 29 132,432
+35,646
17.7% 38 134,673
+10,797
18.0% 46
Other
Reportables
2,414
+1,187
0.3% 7 10,142
+4,598
1.4% 8 438
-231
0.1% 7
Nonreportable
Positions
135
-131
0.0%   168
-5
0.0%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short