COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-10-20
Below is the Commitments of Traders (COT) report for SOFR-1M - CHICAGO MERCANTILE EXCHANGE (COT legacy report, futures only) with COT charts. This COT report for SOFR-1M is as of 2026-10-20. 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
FUTURES ONLY POSITIONS
Code-134742
FUTURES ONLY POSITIONS
Code-134742
AS OF: 2026-10-20
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($4,167 x Contract IMM Index) | Open Interest: 1,422,267 | |||||||
| 254,219 | 254,233 | 312,055 | 854,959 | 854,885 | 1,421,233 | 1,421,173 | 1,034 | 1,094 |
| Changes | (Change In Open Interest: +127,777 ) | |||||||
| +21,562 | -5,017 | +44,616 | +60,809 | +87,483 | +126,987 | +127,082 | +790 | +695 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 17.9% | 17.9% | 21.9% | 60.1% | 60.1% | 99.9% | 99.9% | 0.1% | 0.1% |
| Number of Traders in Each Category | (Total Traders: 210) | |||||||
| 42 | 62 | 58 | 76 | 100 | 146 | 192 | ||
