COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-09-08
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 2026-09-08. 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: 2026-09-08
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($4,167 x Contract IMM Index) | Open Interest: 1,226,251 | |||||||
| 255,193 | 365,164 | 194,084 | 776,067 | 665,969 | 1,225,344 | 1,225,217 | 907 | 1,034 |
| Changes | (Change In Open Interest: -428,687 ) | |||||||
| -16,134 | -99,345 | -97,565 | -301,463 | -231,124 | -415,162 | -428,034 | -13,525 | -653 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 20.8% | 29.8% | 15.8% | 63.3% | 54.3% | 99.9% | 99.9% | 0.1% | 0.1% |
| Number of Traders in Each Category | (Total Traders: 205) | |||||||
| 41 | 61 | 54 | 73 | 93 | 142 | 181 | ||
