COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2025-06-17

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 2025-06-17. 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: 2025-06-17
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
($4,167 x Contract IMM Index) Open Interest: 1,287,925
184,783 326,986 278,942 820,058 679,448 1,283,783 1,285,376 4,142 2,549
Changes (Change In Open Interest: +107,551 )
-1,879 +65,575 +12,520 +94,224 +32,277 +104,865 +110,372 +2,686 -2,821
Percent of Open Interest for Each Category of Traders
14.3% 25.4% 21.7% 63.7% 52.8% 99.7% 99.8% 0.3% 0.2%
Number of Traders in Each Category (Total Traders: 203)
41 55 58 75 92 147 175    

Long vs. Short

Net Positions


Positions: Long



Positions: Short