COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2023-03-21
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 2023-03-21. 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: 9,470,978 Total Changes: -599,392 Total Traders: 660
CFTC Code: #134741
Open Interest: 9,470,978 Total Changes: -599,392 Total Traders: 660
AS OF: 2023-03-21
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
2,377,853 -368,908 |
25.1% | 61 | 2,384,006 -493,060 |
25.2% | 87 | 1,717,913 +180,065 |
18.1% | 112 |
| Asset Manager/ Institutional |
607,423 +54,048 |
6.4% | 21 | 681,157 +104,820 |
7.2% | 56 | 349,025 -39,821 |
3.7% | 47 |
| Leveraged Funds |
1,744,994 -223,117 |
18.4% | 76 | 1,477,165 -22,452 |
15.6% | 139 | 2,451,136 -206,350 |
25.9% | 155 |
| Other Reportables |
57,804 +5,805 |
0.6% | 62 | 227,354 +20,262 |
2.4% | 115 | 83,448 -7,495 |
0.9% | 79 |
| Nonreportable Positions |
81,382 +6,381 |
0.9% | 99,774 -135,361 |
1.1% | |||||
