COT Report: 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2021-07-20
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 2021-07-20. 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: 640,757 Total Changes: -5,554 Total Traders: 112
CFTC Code: #134741
Open Interest: 640,757 Total Changes: -5,554 Total Traders: 112
AS OF: 2021-07-20
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
141,156 +10,949 |
22.0% | 17 | 197,633 +34,747 |
30.8% | 27 | 172,361 -7,978 |
26.9% | 29 |
| Asset Manager/ Institutional |
17,126 +478 |
2.7% | 4 | 17,970 -1,331 |
2.8% | 4 | 6,455 +2,000 |
1.0% | 0 |
| Leveraged Funds |
145,296 -1,079 |
22.7% | 20 | 78,175 -25,150 |
12.2% | 23 | 148,223 -10,460 |
23.1% | 33 |
| Other Reportables |
627 -121 |
0.1% | 7 | 10,359 +1,947 |
1.6% | 5 | 9,445 +643 |
1.5% | 7 |
| Nonreportable Positions |
68 +14 |
0.0% | 136 +28 |
0.0% | |||||
