COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2024-04-23
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 2024-04-23. 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: 10,104,631 Total Changes: -32,937 Total Traders: 916
CFTC Code: #134741
Open Interest: 10,104,631 Total Changes: -32,937 Total Traders: 916
AS OF: 2024-04-23
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
1,981,340 -51,463 |
19.6% | 84 | 1,603,353 -114,639 |
15.9% | 99 | 1,975,064 +84,617 |
19.5% | 136 |
| Asset Manager/ Institutional |
580,232 +1,206 |
5.7% | 44 | 1,130,294 -24,985 |
11.2% | 82 | 804,165 -48,585 |
8.0% | 59 |
| Leveraged Funds |
1,634,470 -10,789 |
16.2% | 112 | 1,159,110 +63,213 |
11.5% | 179 | 2,919,070 -2,927 |
28.9% | 169 |
| Other Reportables |
92,753 -5,027 |
0.9% | 124 | 391,344 +9,020 |
3.9% | 139 | 83,596 -1,653 |
0.8% | 97 |
| Nonreportable Positions |
33,941 +1,684 |
0.3% | 38,635 +3,002 |
0.4% | |||||
