COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2025-05-27

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 2025-05-27. 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
AS OF: 2025-05-27
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
($4,167 x Contract IMM Index) Open Interest: 1,535,863
293,261 244,981 335,623 906,308 950,173 1,535,192 1,530,777 671 5,086
Changes (Change In Open Interest: +237,305 )
+66,202 +32,954 +103,192 +67,806 +101,218 +237,200 +237,364 +105 -59
Percent of Open Interest for Each Category of Traders
19.1% 16.0% 21.9% 59.0% 61.9% 100.0% 99.7% 0.0% 0.3%
Number of Traders in Each Category (Total Traders: 200)
44 53 58 78 92 146 179    

Long vs. Short

Net Positions


Positions: Long



Positions: Short