COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2025-06-24
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 2025-06-24. 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: 1,415,654 Total Changes: +127,729 Total Traders: 205
CFTC Code: #134742
Open Interest: 1,415,654 Total Changes: +127,729 Total Traders: 205
AS OF: 2025-06-24
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
329,338 +28,866 |
23.3% | 44 | 224,417 +6,280 |
15.9% | 46 | 307,218 +26,497 |
21.7% | 53 |
| Asset Manager/ Institutional |
6,581 +462 |
0.5% | 4 | 39,770 -4,136 |
2.8% | 10 | 16,563 +2,682 |
1.2% | 4 |
| Leveraged Funds |
326,638 +33,128 |
23.1% | 37 | 404,698 +60,044 |
28.6% | 49 | 403,831 +36,807 |
28.5% | 61 |
| Other Reportables |
13,134 -3,057 |
0.9% | 5 | 11,318 +130 |
0.8% | 8 | 6,943 +1,078 |
0.5% | 0 |
| Nonreportable Positions |
5,408 +1,266 |
0.4% | 896 -1,653 |
0.1% | |||||
