COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-07-28
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 2026-07-28. 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: 2026-07-28
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($4,167 x Contract IMM Index) | Open Interest: 1,583,625 | |||||||
| 250,662 | 490,011 | 274,423 | 1,051,992 | 812,166 | 1,577,077 | 1,576,600 | 6,548 | 7,025 |
| Changes | (Change In Open Interest: +48,111 ) | |||||||
| +40,501 | +60,930 | -2,081 | +58,936 | +39,427 | +97,356 | +98,276 | -49,245 | -50,165 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 15.8% | 30.9% | 17.3% | 66.4% | 51.3% | 99.6% | 99.6% | 0.4% | 0.4% |
| Number of Traders in Each Category | (Total Traders: 208) | |||||||
| 36 | 69 | 59 | 78 | 92 | 151 | 184 | ||
