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.
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 |