COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-07-14
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 2026-07-14. 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: 1,470,901 Total Changes: +6,751 Total Traders: 202
CFTC Code: #134742
Open Interest: 1,470,901 Total Changes: +6,751 Total Traders: 202
AS OF: 2026-07-14
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
564,382 +32,564 |
38.4% | 39 | 211,007 +26,506 |
14.3% | 49 | 254,597 +21,576 |
17.3% | 64 |
| Asset Manager/ Institutional |
7,838 -6,262 |
0.5% | 55,263 +11,377 |
3.8% | 10 | 103,065 -10,398 |
7.0% | 7 | |
| Leveraged Funds |
198,750 -10,955 |
13.5% | 27 | 469,102 -24,298 |
31.9% | 59 | 336,562 -7,580 |
22.9% | 58 |
| Other Reportables |
4,217 +2,176 |
0.3% | 6 | 38,922 +12,810 |
2.6% | 8 | 502 +120 |
0.0% | 4 |
| Nonreportable Positions |
988 -14,490 |
0.1% | 1,881 -23,362 |
0.1% | |||||
