COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-09-29
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 2026-09-29. 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
FUTURES ONLY POSITIONS
Code-134742
FUTURES ONLY POSITIONS
Code-134742
AS OF: 2026-09-29
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($4,167 x Contract IMM Index) | Open Interest: 1,422,076 | |||||||
| 289,595 | 347,240 | 277,585 | 852,302 | 796,935 | 1,419,482 | 1,421,760 | 2,594 | 316 |
| Changes | (Change In Open Interest: +119,421 ) | |||||||
| +90,379 | +26,784 | +20,211 | +6,600 | +72,591 | +117,190 | +119,586 | +2,231 | -165 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 20.4% | 24.4% | 19.5% | 59.9% | 56.0% | 99.8% | 100.0% | 0.2% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 209) | |||||||
| 40 | 60 | 58 | 81 | 100 | 153 | 187 | ||
