COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2025-05-27
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 2025-05-27. 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: 11,230,878 Total Changes: +234,442 Total Traders: 900
CFTC Code: #134741
Open Interest: 11,230,878 Total Changes: +234,442 Total Traders: 900
AS OF: 2025-05-27
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
2,684,386 -105,843 |
23.9% | 101 | 1,716,099 -7,694 |
15.3% | 85 | 1,961,237 +91,791 |
17.5% | 148 |
| Asset Manager/ Institutional |
1,309,313 +279,448 |
11.7% | 64 | 389,105 +10,431 |
3.5% | 62 | 838,137 -105,742 |
7.5% | 67 |
| Leveraged Funds |
962,644 -6,409 |
8.6% | 142 | 2,389,326 +152,022 |
21.3% | 155 | 3,194,290 +85,043 |
28.4% | 184 |
| Other Reportables |
83,167 -2,154 |
0.7% | 137 | 549,915 +4,908 |
4.9% | 110 | 147,079 -1,376 |
1.3% | 79 |
| Nonreportable Positions |
50,625 -316 |
0.5% | 45,690 +5,059 |
0.4% | |||||
