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 2025-03-18. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
Non-Commercial | Commercial | Total | Non-Reportable | |||||
---|---|---|---|---|---|---|---|---|
Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
($4,167 x Contract IMM Index) | Open Interest: 1,359,305 | |||||||
412,157 | 439,691 | 190,494 | 751,870 | 706,743 | 1,354,521 | 1,336,928 | 4,784 | 22,377 |
Changes | (Change In Open Interest: +29,053 ) | |||||||
+92,402 | +81,115 | -66,437 | +490 | +13,700 | +26,455 | +28,378 | +2,598 | +675 |
Percent of Open Interest for Each Category of Traders | ||||||||
30.3% | 32.3% | 14.0% | 55.3% | 52.0% | 99.6% | 98.4% | 0.4% | 1.6% |
Number of Traders in Each Category | (Total Traders: 200) | |||||||
32 | 66 | 59 | 71 | 92 | 142 | 179 |