COT Report: SOFR-1M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-09-15
Below is the Commitments of Traders (COT) report for SOFR-1M - CHICAGO MERCANTILE EXCHANGE (COT legacy report, futures only) with COT charts. This COT report for SOFR-1M is as of 2026-09-15. 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
FUTURES ONLY POSITIONS
Code-134742
FUTURES ONLY POSITIONS
Code-134742
AS OF: 2026-09-15
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($4,167 x Contract IMM Index) | Open Interest: 1,281,220 | |||||||
| 222,172 | 384,696 | 221,553 | 836,929 | 674,501 | 1,280,654 | 1,280,750 | 566 | 470 |
| Changes | (Change In Open Interest: +54,969 ) | |||||||
| -33,021 | +19,532 | +27,469 | +60,862 | +8,532 | +55,310 | +55,533 | -341 | -564 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 17.3% | 30.0% | 17.3% | 65.3% | 52.6% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 204) | |||||||
| 32 | 70 | 56 | 76 | 96 | 144 | 186 | ||
