COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-07-28
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 2026-07-28. 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: 1,583,625 Total Changes: +48,111 Total Traders: 208
CFTC Code: #134742
Open Interest: 1,583,625 Total Changes: +48,111 Total Traders: 208
AS OF: 2026-07-28
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
608,641 +49,353 |
38.4% | 44 | 239,892 +41,747 |
15.1% | 48 | 281,735 -3,207 |
17.8% | 62 |
| Asset Manager/ Institutional |
13,898 +8,981 |
0.9% | 68,107 +13,172 |
4.3% | 11 | 100,937 +7,829 |
6.4% | 7 | |
| Leveraged Funds |
220,265 +17,151 |
13.9% | 28 | 498,769 +22,567 |
31.5% | 58 | 345,245 +16,342 |
21.8% | 54 |
| Other Reportables |
5,458 +746 |
0.3% | 7 | 41,017 -335 |
2.6% | 8 | 898 +161 |
0.1% | 4 |
| Nonreportable Positions |
6,548 -49,245 |
0.4% | 7,025 -50,165 |
0.4% | |||||
