COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2025-06-10
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 2025-06-10. 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: 1,180,374 Total Changes: +57,764 Total Traders: 190
CFTC Code: #134742
Open Interest: 1,180,374 Total Changes: +57,764 Total Traders: 190
AS OF: 2025-06-10
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
279,753 +20,601 |
23.7% | 38 | 193,890 -8,683 |
16.4% | 45 | 270,973 +28,253 |
23.0% | 53 |
| Asset Manager/ Institutional |
6,357 +499 |
0.5% | 0 | 37,076 +2,524 |
3.1% | 9 | 14,614 +2,436 |
1.2% | 4 |
| Leveraged Funds |
235,498 +21,111 |
20.0% | 33 | 293,353 +38,770 |
24.9% | 50 | 351,805 -7,602 |
29.8% | 51 |
| Other Reportables |
14,622 -5,960 |
1.2% | 5 | 7,997 +3,664 |
0.7% | 7 | 5,296 -1,788 |
0.4% | 0 |
| Nonreportable Positions |
1,456 +214 |
0.1% | 5,370 +190 |
0.5% | |||||
