COT Report: 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2021-10-12
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 2021-10-12. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code: #134741
Open Interest: 920,086 Total Changes: +62,124 Total Traders: 130
CFTC Code: #134741
Open Interest: 920,086 Total Changes: +62,124 Total Traders: 130
AS OF: 2021-10-12
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
352,892 +13,315 |
38.4% | 25 | 350,965 +20,567 |
38.1% | 29 | 175,225 -108 |
19.0% | 36 |
| Asset Manager/ Institutional |
20,359 -5,975 |
2.2% | 0 | 10,654 +4,838 |
1.2% | 5 | 32,097 +6,327 |
3.5% | 0 |
| Leveraged Funds |
96,165 +14,351 |
10.5% | 18 | 109,350 +622 |
11.9% | 25 | 212,748 +30,599 |
23.1% | 37 |
| Other Reportables |
17,103 +2,712 |
1.9% | 8 | 15,643 -1,703 |
1.7% | 14 | 12,787 +559 |
1.4% | 8 |
| Nonreportable Positions |
710 +344 |
0.1% | 617 +423 |
0.1% | |||||
