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
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%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short