COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-06-16
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 2026-06-16. 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: 2026-06-16
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($4,167 x Contract IMM Index) | Open Interest: 1,681,245 | |||||||
| 254,305 | 501,739 | 394,779 | 1,016,284 | 768,979 | 1,665,368 | 1,665,497 | 15,877 | 15,748 |
| Changes | (Change In Open Interest: +193,391 ) | |||||||
| -15,090 | +24,305 | +119,807 | +79,345 | +40,014 | +184,062 | +184,126 | +9,329 | +9,265 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 15.1% | 29.8% | 23.5% | 60.4% | 45.7% | 99.1% | 99.1% | 0.9% | 0.9% |
| Number of Traders in Each Category | (Total Traders: 203) | |||||||
| 42 | 61 | 60 | 75 | 93 | 146 | 186 | ||
