COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2024-04-30
Below is the Commitments of Traders (COT) report for SOFR-1M - CHICAGO MERCANTILE EXCHANGE (futures only) with COT charts. This COT report for SOFR-1M is as of 2024-04-30. 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 ($4,167 x Contract IMM Index)
CFTC Code: #134742
Open Interest: 964,810 Total Changes: +31,985 Total Traders: 187
CFTC Code: #134742
Open Interest: 964,810 Total Changes: +31,985 Total Traders: 187
AS OF: 2024-04-30
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
430,771 +47,724 |
44.6% | 39 | 184,839 +24,706 |
19.2% | 40 | 218,770 +172 |
22.7% | 56 |
| Asset Manager/ Institutional |
3,434 +286 |
0.4% | 9 | 56,610 -4,324 |
5.9% | 7 | 11,592 +4,062 |
1.2% | 5 |
| Leveraged Funds |
120,808 -33,877 |
12.5% | 25 | 292,662 -7,594 |
30.3% | 48 | 157,035 +14,277 |
16.3% | 51 |
| Other Reportables |
1,210 -721 |
0.1% | 7 | 21,993 +582 |
2.3% | 11 | 20,989 -7 |
2.2% | 4 |
| Nonreportable Positions |
201 +69 |
0.0% | 320 +111 |
0.0% | |||||
