Below is the Commitments of Traders (COT) report for 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE (futures only) with COT charts. This COT report for 3-MONTH SOFR is as of 2020-10-20. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
21,118 -1,787 |
7.7% | 7 | 138,628 +18,983 |
50.7% | 18 | 28,431 +1,501 |
10.4% | 12 |
| Asset Manager/ Institutional |
0 0 |
0.0% | 0 | 6,298 -37 |
2.3% | 4 | 13,124 +1,806 |
4.8% | 0 |
| Leveraged Funds |
162,490 +24,395 |
59.4% | 22 | 38,440 +4,211 |
14.1% | 17 | 45,838 +3,997 |
16.8% | 28 |
| Other Reportables |
101 +2 |
0.0% | 0 | 361 -567 |
0.1% | 0 | 2,256 -259 |
0.8% | 0 |
| Nonreportable Positions |
167 +37 |
0.1% | 149 +57 |
0.1% | |||||
