COT Report: 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2020-10-20

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 2020-10-20. 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: 273,525   Total Changes: +29,692   Total Traders: 76

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
21,118
-1,787
7.7% 7 138,628
+18,983
50.7% 18 28,431
+1,501
10.4% 12
Asset Manager/
Institutional
0
0
0.0% 0 6,298
-37
2.3% 4 13,124
+1,806
4.8% 0
Leveraged
Funds
162,490
+24,395
59.4% 22 38,440
+4,211
14.1% 17 45,838
+3,997
16.8% 28
Other
Reportables
101
+2
0.0% 0 361
-567
0.1% 0 2,256
-259
0.8% 0
Nonreportable
Positions
167
+37
0.1%   149
+57
0.1%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short