COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-10-06
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 2026-10-06. 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: 2026-10-06
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($4,167 x Contract IMM Index) | Open Interest: 1,245,008 | |||||||
| 225,138 | 242,329 | 262,781 | 756,828 | 739,404 | 1,244,747 | 1,244,514 | 261 | 494 |
| Changes | (Change In Open Interest: -177,068 ) | |||||||
| -64,457 | -104,911 | -14,804 | -95,474 | -57,531 | -174,735 | -177,246 | -2,333 | +178 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 18.1% | 19.5% | 21.1% | 60.8% | 59.4% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 210) | |||||||
| 40 | 63 | 58 | 76 | 99 | 146 | 191 | ||
