COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2024-04-30
Below is the Commitments of Traders (COT) report for SOFR-3M - CHICAGO MERCANTILE EXCHANGE (futures only) with COT charts. This COT report for SOFR-3M is as of 2024-04-30. 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-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code: #134741
Open Interest: 10,280,025 Total Changes: +175,394 Total Traders: 918
CFTC Code: #134741
Open Interest: 10,280,025 Total Changes: +175,394 Total Traders: 918
AS OF: 2024-04-30
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
2,081,886 +100,546 |
20.3% | 97 | 1,572,451 -30,902 |
15.3% | 93 | 2,017,941 +42,877 |
19.6% | 140 |
| Asset Manager/ Institutional |
588,318 +8,086 |
5.7% | 52 | 1,117,426 -12,868 |
10.9% | 91 | 806,386 +2,221 |
7.8% | 66 |
| Leveraged Funds |
1,650,101 +15,631 |
16.1% | 125 | 1,283,486 +124,376 |
12.5% | 189 | 2,934,765 +15,695 |
28.5% | 178 |
| Other Reportables |
83,767 -8,986 |
0.8% | 104 | 425,566 +34,222 |
4.1% | 112 | 79,544 -4,052 |
0.8% | 79 |
| Nonreportable Positions |
37,317 +3,376 |
0.4% | 42,460 +3,825 |
0.4% | |||||
