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
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%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short