COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2023-03-21

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 2023-03-21. 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: 823,670   Total Changes: +83,558   Total Traders: 165
AS OF: 2023-03-21

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
221,257
+1,300
26.9% 29 256,985
+57,656
31.2% 47 227,332
+17,484
27.6% 50
Asset Manager/
Institutional
1,509
+1,409
0.2% 0 46,522
+13,406
5.6% 4 7,817
-3,012
0.9% 0
Leveraged
Funds
233,025
+65,503
28.3% 29 142,589
-2,603
17.3% 40 130,364
+1,709
15.8% 47
Other
Reportables
1,287
-212
0.2% 0 10,309
-411
1.3% 10 390
-9
0.0% 5
Nonreportable
Positions
689
-614
0.1%   1,362
-662
0.2%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short