COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2023-03-28

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 2023-03-28. 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: 9,412,720   Total Changes: -58,258   Total Traders: 654
AS OF: 2023-03-28

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
2,282,845
-95,008
24.3% 62 2,252,225
-131,781
23.9% 86 1,839,849
+121,936
19.5% 118
Asset Manager/
Institutional
553,182
-54,241
5.9% 22 649,518
-31,639
6.9% 51 371,039
+22,014
3.9% 47
Leveraged
Funds
1,787,405
+42,411
19.0% 73 1,542,551
+65,386
16.4% 139 2,361,275
-89,861
25.1% 145
Other
Reportables
58,110
+306
0.6% 59 231,886
+4,532
2.5% 114 85,265
+1,817
0.9% 77
Nonreportable
Positions
73,750
-7,632
0.8%   79,112
-20,662
0.8%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short