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 2025-04-29. 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: 1,598,685 | |||||||
231,199 | 250,603 | 302,577 | 1,064,063 | 1,042,583 | 1,597,839 | 1,595,763 | 846 | 2,922 |
Changes | (Change In Open Interest: +81,629 ) | |||||||
+17,351 | -44,035 | +55,138 | +8,915 | +68,166 | +81,404 | +79,269 | +225 | +2,360 |
Percent of Open Interest for Each Category of Traders | ||||||||
14.5% | 15.7% | 18.9% | 66.6% | 65.2% | 99.9% | 99.8% | 0.1% | 0.2% |
Number of Traders in Each Category | (Total Traders: 210) | |||||||
45 | 57 | 55 | 77 | 97 | 147 | 184 |