COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2022-11-29
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 2022-11-29. 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: 8,159,669 Total Changes: +237,173 Total Traders: 516
CFTC Code: #134741
Open Interest: 8,159,669 Total Changes: +237,173 Total Traders: 516
AS OF: 2022-11-29
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
2,687,374 +54,889 |
32.9% | 51 | 2,665,989 +86,698 |
32.7% | 90 | 1,178,410 -3,111 |
14.4% | 120 |
| Asset Manager/ Institutional |
573,610 +39,836 |
7.0% | 25 | 370,826 -7,621 |
4.5% | 32 | 423,404 +21,482 |
5.2% | 33 |
| Leveraged Funds |
925,950 +37,825 |
11.3% | 61 | 1,098,266 +38,665 |
13.5% | 110 | 2,207,428 +98,813 |
27.1% | 134 |
| Other Reportables |
79,197 +3,319 |
1.0% | 36 | 131,993 +6,654 |
1.6% | 60 | 66,282 -2,464 |
0.8% | 52 |
| Nonreportable Positions |
18,014 -13,416 |
0.2% | 17,071 -1,943 |
0.2% | |||||
