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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 2026-10-27. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($4,167 x Contract IMM Index) | Open Interest: 1,518,459 | |||||||
| 371,651 | 285,262 | 297,614 | 848,901 | 935,253 | 1,518,166 | 1,518,129 | 293 | 330 |
| Changes | (Change In Open Interest: +96,192 ) | |||||||
| +117,432 | +31,029 | -14,441 | -6,058 | +80,368 | +96,933 | +96,956 | -741 | -764 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 24.5% | 18.8% | 19.6% | 55.9% | 61.6% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 209) | |||||||
| 39 | 63 | 63 | 76 | 99 | 147 | 194 | ||