COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2024-03-19

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 2024-03-19. 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: 10,994,938   Total Changes: +131,079   Total Traders: 912
AS OF: 2024-03-19

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
2,264,832
-35,377
20.6% 83 2,076,483
+44,817
18.9% 97 1,965,165
+131,236
17.9% 148
Asset Manager/
Institutional
251,188
+14,789
2.3% 43 1,172,070
-13,261
10.7% 76 1,051,898
+50,171
9.6% 59
Leveraged
Funds
2,017,229
-26,713
18.3% 137 973,531
-178,963
8.9% 174 3,235,932
+8,049
29.4% 180
Other
Reportables
89,798
+21,545
0.8% 108 397,397
+124,366
3.6% 132 90,345
-32,262
0.8% 97
Nonreportable
Positions
28,551
-359
0.3%   32,117
-3,074
0.3%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short