COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2025-06-17
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 2025-06-17. 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: 11,900,548 Total Changes: +121,623 Total Traders: 924
CFTC Code: #134741
Open Interest: 11,900,548 Total Changes: +121,623 Total Traders: 924
AS OF: 2025-06-17
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
2,858,462 -85,825 |
24.0% | 98 | 2,020,747 +184,771 |
17.0% | 87 | 2,012,330 +90,796 |
16.9% | 142 |
| Asset Manager/ Institutional |
1,112,824 -143,769 |
9.4% | 61 | 566,941 +47,871 |
4.8% | 71 | 1,072,393 +143,928 |
9.0% | 77 |
| Leveraged Funds |
1,139,588 +53,896 |
9.6% | 157 | 2,241,134 -305,689 |
18.8% | 151 | 3,384,134 +43,759 |
28.4% | 193 |
| Other Reportables |
107,399 +19,361 |
0.9% | 144 | 387,656 -98,868 |
3.3% | 100 | 158,714 -3,446 |
1.3% | 73 |
| Nonreportable Positions |
54,704 +2,923 |
0.5% | 56,499 +18,501 |
0.5% | |||||
