COT Report: 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2021-01-19
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 2021-01-19. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code: #134741
Open Interest: 478,075 Total Changes: -825 Total Traders: 88
CFTC Code: #134741
Open Interest: 478,075 Total Changes: -825 Total Traders: 88
AS OF: 2021-01-19
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
14,073 -2,568 |
2.9% | 10 | 217,815 -8,754 |
45.6% | 23 | 82,989 +279 |
17.4% | 21 |
| Asset Manager/ Institutional |
2,195 -72 |
0.5% | 0 | 15,719 +713 |
3.3% | 0 | 8,186 -910 |
1.7% | 0 |
| Leveraged Funds |
239,254 -1,057 |
50.0% | 20 | 22,539 +4,007 |
4.7% | 19 | 125,808 +1,341 |
26.3% | 27 |
| Other Reportables |
693 -222 |
0.1% | 7 | 108 +108 |
0.0% | 0 | 4,652 +2,392 |
1.0% | 0 |
| Nonreportable Positions |
225 -8 |
0.0% | 259 -1 |
0.1% | |||||
