COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2023-12-05
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 2023-12-05. 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: 10,972,383 Total Changes: +134,944 Total Traders: 888
CFTC Code: #134741
Open Interest: 10,972,383 Total Changes: +134,944 Total Traders: 888
AS OF: 2023-12-05
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
2,284,559 +21,927 |
20.8% | 68 | 2,680,196 -307,076 |
24.4% | 114 | 1,768,250 +217,499 |
16.1% | 140 |
| Asset Manager/ Institutional |
201,630 -144,518 |
1.8% | 34 | 843,719 -19,897 |
7.7% | 84 | 1,021,908 +55,078 |
9.3% | 58 |
| Leveraged Funds |
2,178,406 -123,593 |
19.9% | 145 | 974,015 +94,557 |
8.9% | 166 | 3,226,186 +19,306 |
29.4% | 193 |
| Other Reportables |
106,908 +39,654 |
1.0% | 91 | 270,484 +24,728 |
2.5% | 117 | 105,072 +1,894 |
1.0% | 106 |
| Nonreportable Positions |
79,464 +47,697 |
0.7% | 82,553 +48,855 |
0.8% | |||||
