1-MONTH SOFR
CHICAGO MERCANTILE EXCHANGE · TFF report · Latest: 2026-06-02
Lev. Funds Net
-312,151
Asset Mgr Net
75,034
Open Interest
1,436,382
COT Index (1Y)
52%
1-MONTH SOFR — Net Positioning
Recent Reports
| Date | OI | Lev Net | AM Net |
|---|---|---|---|
| 2026-06-02 | 1,436,382 | -312,151 | 75,034 |
| 2026-05-26 | 1,633,396 | -406,978 | 58,784 |
| 2026-05-19 | 1,430,023 | -313,361 | 93,393 |
| 2026-05-12 | 1,325,406 | -313,900 | 88,573 |
| 2026-05-05 | 1,153,096 | -280,264 | 46,311 |
| 2026-04-28 | 1,413,565 | -266,221 | 69,336 |
| 2026-04-21 | 1,351,248 | -236,266 | 64,733 |
| 2026-04-14 | 1,304,311 | -246,184 | 87,501 |
| 2026-04-07 | 1,302,700 | -235,635 | 95,144 |
| 2026-03-31 | 1,645,019 | -289,849 | 95,771 |
| 2026-03-24 | 1,546,170 | -433,427 | 121,152 |
| 2026-03-17 | 1,467,622 | -407,319 | 57,565 |
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