COT Report: 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2021-04-13
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 2021-04-13. 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: 453,583 Total Changes: -3,718 Total Traders: 105
CFTC Code: #134741
Open Interest: 453,583 Total Changes: -3,718 Total Traders: 105
AS OF: 2021-04-13
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
85,643 +4,225 |
18.9% | 16 | 150,893 -20,129 |
33.3% | 23 | 125,130 +16,845 |
27.6% | 21 |
| Asset Manager/ Institutional |
11,818 +1,369 |
2.6% | 4 | 2,334 0 |
0.5% | 0 | 9,088 +324 |
2.0% | 0 |
| Leveraged Funds |
119,217 -26,710 |
26.3% | 16 | 62,931 -3,301 |
13.9% | 26 | 95,904 +2,858 |
21.1% | 34 |
| Other Reportables |
2,339 -124 |
0.5% | 5 | 3,680 +2,203 |
0.8% | 5 | 3,384 -2,504 |
0.7% | 0 |
| Nonreportable Positions |
1,060 -1 |
0.2% | 239 -14 |
0.1% | |||||
