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
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%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short