COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2024-12-31
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 2024-12-31. 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: 9,745,716 Total Changes: -123,972 Total Traders: 842
CFTC Code: #134741
Open Interest: 9,745,716 Total Changes: -123,972 Total Traders: 842
AS OF: 2024-12-31
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
2,255,163 -67,672 |
23.1% | 85 | 2,288,373 -130,664 |
23.5% | 92 | 1,588,084 -14,558 |
16.3% | 135 |
| Asset Manager/ Institutional |
702,487 +39,995 |
7.2% | 48 | 594,411 +3,241 |
6.1% | 73 | 662,580 -5,749 |
6.8% | 54 |
| Leveraged Funds |
1,506,171 -72,037 |
15.5% | 141 | 1,366,049 +22,576 |
14.0% | 141 | 2,804,246 +7,366 |
28.8% | 174 |
| Other Reportables |
92,226 -673 |
0.9% | 119 | 316,211 -3,004 |
3.2% | 96 | 105,059 -5,395 |
1.1% | 85 |
| Nonreportable Positions |
29,700 -5,249 |
0.3% | 20,703 +2,215 |
0.2% | |||||
