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
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%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short