COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2024-04-09

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 2024-04-09. 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: 10,257,140   Total Changes: +245,305   Total Traders: 927
AS OF: 2024-04-09

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
1,869,505
+84,645
18.2% 83 1,914,243
+689
18.7% 101 1,875,592
+41,492
18.3% 146
Asset Manager/
Institutional
358,631
+11,199
3.5% 40 1,210,616
+73,735
11.8% 83 838,078
+13,692
8.2% 60
Leveraged
Funds
2,110,210
+32,397
20.6% 132 941,792
+48,343
9.2% 169 3,004,051
+74,778
29.3% 181
Other
Reportables
81,377
-18,668
0.8% 114 350,644
-6,163
3.4% 141 88,625
+605
0.9% 106
Nonreportable
Positions
31,071
+5,165
0.3%   33,499
-1,866
0.3%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short