COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-07-07
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 2026-07-07. 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: 2026-07-07
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($4,167 x Contract IMM Index) | Open Interest: 1,464,150 | |||||||
| 223,532 | 427,979 | 311,246 | 913,894 | 699,682 | 1,448,672 | 1,438,907 | 15,478 | 25,243 |
| Changes | (Change In Open Interest: -298,739 ) | |||||||
| -106,695 | -54,152 | -47,140 | -147,980 | -208,263 | -301,815 | -309,555 | +3,076 | +10,816 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 15.3% | 29.2% | 21.3% | 62.4% | 47.8% | 98.9% | 98.3% | 1.1% | 1.7% |
| Number of Traders in Each Category | (Total Traders: 205) | |||||||
| 42 | 64 | 56 | 77 | 93 | 150 | 183 | ||
