COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2025-06-24

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 2025-06-24. 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
AS OF: 2025-06-24
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
($4,167 x Contract IMM Index) Open Interest: 1,415,654
206,962 350,977 294,654 908,630 769,127 1,410,246 1,414,758 5,408 896
Changes (Change In Open Interest: +127,729 )
+22,179 +23,991 +15,712 +88,572 +89,679 +126,463 +129,382 +1,266 -1,653
Percent of Open Interest for Each Category of Traders
14.6% 24.8% 20.8% 64.2% 54.3% 99.6% 99.9% 0.4% 0.1%
Number of Traders in Each Category (Total Traders: 205)
44 51 61 74 94 147 179    

Long vs. Short

Net Positions


Positions: Long



Positions: Short