COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2024-07-09

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 2024-07-09. 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: 9,778,510   Total Changes: +259,155   Total Traders: 890
AS OF: 2024-07-09

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
2,201,697
+98,141
22.5% 84 2,304,134
+170,518
23.6% 99 1,549,913
-42,586
15.9% 148
Asset Manager/
Institutional
801,530
+9,158
8.2% 54 779,033
+14,046
8.0% 79 791,846
+16,201
8.1% 65
Leveraged
Funds
1,512,681
+79,024
15.5% 136 1,297,625
+33,635
13.3% 164 2,649,064
+97,906
27.1% 181
Other
Reportables
104,130
+2,802
1.1% 105 239,139
-24,797
2.4% 117 146,168
-1,810
1.5% 81
Nonreportable
Positions
21,481
+319
0.2%   21,588
-3,958
0.2%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short