COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2022-06-21
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 2022-06-21. 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: 5,297,748 Total Changes: -527,965 Total Traders: 343
CFTC Code: #134741
Open Interest: 5,297,748 Total Changes: -527,965 Total Traders: 343
AS OF: 2022-06-21
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
2,011,626 -157,735 |
38.0% | 45 | 1,811,601 +28,110 |
34.2% | 72 | 1,110,280 -251,359 |
21.0% | 93 |
| Asset Manager/ Institutional |
363,982 +68,211 |
6.9% | 13 | 439,849 +37,277 |
8.3% | 19 | 111,076 -5,070 |
2.1% | 17 |
| Leveraged Funds |
678,837 +36,441 |
12.8% | 51 | 822,062 -131,041 |
15.5% | 69 | 919,966 -201,448 |
17.4% | 86 |
| Other Reportables |
67,590 +2,799 |
1.3% | 26 | 45,044 +10,456 |
0.9% | 35 | 21,144 -13,237 |
0.4% | 27 |
| Nonreportable Positions |
13,247 -6,567 |
0.3% | 16,726 -1,653 |
0.3% | |||||
