COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2022-06-21

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 2022-06-21. 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: 5,297,748   Total Changes: -527,965   Total Traders: 343
AS OF: 2022-06-21

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
2,011,626
-157,735
38.0% 45 1,811,601
+28,110
34.2% 72 1,110,280
-251,359
21.0% 93
Asset Manager/
Institutional
363,982
+68,211
6.9% 13 439,849
+37,277
8.3% 19 111,076
-5,070
2.1% 17
Leveraged
Funds
678,837
+36,441
12.8% 51 822,062
-131,041
15.5% 69 919,966
-201,448
17.4% 86
Other
Reportables
67,590
+2,799
1.3% 26 45,044
+10,456
0.9% 35 21,144
-13,237
0.4% 27
Nonreportable
Positions
13,247
-6,567
0.3%   16,726
-1,653
0.3%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short