COT Report: SOFR-3M - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2023-03-28
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 2023-03-28. 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: 9,412,720 Total Changes: -58,258 Total Traders: 654
CFTC Code: #134741
Open Interest: 9,412,720 Total Changes: -58,258 Total Traders: 654
AS OF: 2023-03-28
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
2,282,845 -95,008 |
24.3% | 62 | 2,252,225 -131,781 |
23.9% | 86 | 1,839,849 +121,936 |
19.5% | 118 |
| Asset Manager/ Institutional |
553,182 -54,241 |
5.9% | 22 | 649,518 -31,639 |
6.9% | 51 | 371,039 +22,014 |
3.9% | 47 |
| Leveraged Funds |
1,787,405 +42,411 |
19.0% | 73 | 1,542,551 +65,386 |
16.4% | 139 | 2,361,275 -89,861 |
25.1% | 145 |
| Other Reportables |
58,110 +306 |
0.6% | 59 | 231,886 +4,532 |
2.5% | 114 | 85,265 +1,817 |
0.9% | 77 |
| Nonreportable Positions |
73,750 -7,632 |
0.8% | 79,112 -20,662 |
0.8% | |||||
