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
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% | |||||
