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 2024-03-19. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
Long | Short | Spread | |||||||
---|---|---|---|---|---|---|---|---|---|
Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
Dealer Intermediary |
390,727 -25,028 |
38.9% | 36 | 202,022 -4,310 |
20.1% | 48 | 235,725 +19,660 |
23.5% | 55 |
Asset Manager/ Institutional |
2,170 +1,657 |
0.2% | 5 | 48,373 +11,179 |
4.8% | 9 | 12,447 -7,691 |
1.2% | 5 |
Leveraged Funds |
192,163 +26,567 |
19.1% | 25 | 338,973 -17,021 |
33.7% | 47 | 134,438 +12,872 |
13.4% | 45 |
Other Reportables |
24,500 -11,772 |
2.4% | 10 | 20,102 +2,057 |
2.0% | 12 | 12,130 +11,681 |
1.2% | 4 |
Nonreportable Positions |
154 +25 |
0.0% | 244 -456 |
0.0% |