COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2024-05-14

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 2024-05-14. 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: 745,171   Total Changes: +34,430   Total Traders: 184
AS OF: 2024-05-14

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
315,736
+8,573
42.4% 43 125,470
+16,090
16.8% 36 180,006
+13,286
24.2% 58
Asset Manager/
Institutional
3,004
-24
0.4% 7 42,185
+835
5.7% 7 13,384
-2,216
1.8% 0
Leveraged
Funds
82,330
+6,423
11.0% 25 222,922
+1,711
29.9% 51 140,137
+6,128
18.8% 45
Other
Reportables
2,098
+1,154
0.3% 5 12,643
-2,387
1.7% 9 8,095
+999
1.1% 4
Nonreportable
Positions
381
+107
0.1%   329
-16
0.0%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short