COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2024-03-19

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.

SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code: #134742
Open Interest: 1,004,454   Total Changes: +27,971   Total Traders: 193
AS OF: 2024-03-19

  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%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short