COT Report: 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2021-01-19

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 2021-01-19. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code: #134741
Open Interest: 478,075   Total Changes: -825   Total Traders: 88
AS OF: 2021-01-19

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
14,073
-2,568
2.9% 10 217,815
-8,754
45.6% 23 82,989
+279
17.4% 21
Asset Manager/
Institutional
2,195
-72
0.5% 0 15,719
+713
3.3% 0 8,186
-910
1.7% 0
Leveraged
Funds
239,254
-1,057
50.0% 20 22,539
+4,007
4.7% 19 125,808
+1,341
26.3% 27
Other
Reportables
693
-222
0.1% 7 108
+108
0.0% 0 4,652
+2,392
1.0% 0
Nonreportable
Positions
225
-8
0.0%   259
-1
0.1%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short