COT Report: 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2021-10-12

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 2021-10-12. 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: 920,086   Total Changes: +62,124   Total Traders: 130
AS OF: 2021-10-12

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
352,892
+13,315
38.4% 25 350,965
+20,567
38.1% 29 175,225
-108
19.0% 36
Asset Manager/
Institutional
20,359
-5,975
2.2% 0 10,654
+4,838
1.2% 5 32,097
+6,327
3.5% 0
Leveraged
Funds
96,165
+14,351
10.5% 18 109,350
+622
11.9% 25 212,748
+30,599
23.1% 37
Other
Reportables
17,103
+2,712
1.9% 8 15,643
-1,703
1.7% 14 12,787
+559
1.4% 8
Nonreportable
Positions
710
+344
0.1%   617
+423
0.1%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short