COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-08-18
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 2026-08-18. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
SOFR-1M - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS
Code-134742
FUTURES ONLY POSITIONS
Code-134742
AS OF: 2026-08-18
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($4,167 x Contract IMM Index) | Open Interest: 1,431,755 | |||||||
| 151,926 | 373,797 | 297,468 | 959,178 | 737,263 | 1,408,572 | 1,408,528 | 23,183 | 23,227 |
| Changes | (Change In Open Interest: +60,001 ) | |||||||
| +11,777 | +17,828 | +20,405 | +7,030 | +1,183 | +39,212 | +39,416 | +20,789 | +20,585 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 10.6% | 26.1% | 20.8% | 67.0% | 51.5% | 98.4% | 98.4% | 1.6% | 1.6% |
| Number of Traders in Each Category | (Total Traders: 209) | |||||||
| 39 | 67 | 60 | 75 | 96 | 150 | 188 | ||
