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 2024-03-19. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
Long | Short | Spread | |||||||
---|---|---|---|---|---|---|---|---|---|
Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
Dealer Intermediary |
2,264,832 -35,377 |
20.6% | 83 | 2,076,483 +44,817 |
18.9% | 97 | 1,965,165 +131,236 |
17.9% | 148 |
Asset Manager/ Institutional |
251,188 +14,789 |
2.3% | 43 | 1,172,070 -13,261 |
10.7% | 76 | 1,051,898 +50,171 |
9.6% | 59 |
Leveraged Funds |
2,017,229 -26,713 |
18.3% | 137 | 973,531 -178,963 |
8.9% | 174 | 3,235,932 +8,049 |
29.4% | 180 |
Other Reportables |
89,798 +21,545 |
0.8% | 108 | 397,397 +124,366 |
3.6% | 132 | 90,345 -32,262 |
0.8% | 97 |
Nonreportable Positions |
28,551 -359 |
0.3% | 32,117 -3,074 |
0.3% |