COT Report: 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2021-07-20

Below is the Commitments of Traders (COT) report for 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE (futures only) with COT charts. This COT report for 3-MONTH SOFR is as of 2021-07-20. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code: #134741
Open Interest: 640,757   Total Changes: -5,554   Total Traders: 112
AS OF: 2021-07-20

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
141,156
+10,949
22.0% 17 197,633
+34,747
30.8% 27 172,361
-7,978
26.9% 29
Asset Manager/
Institutional
17,126
+478
2.7% 4 17,970
-1,331
2.8% 4 6,455
+2,000
1.0% 0
Leveraged
Funds
145,296
-1,079
22.7% 20 78,175
-25,150
12.2% 23 148,223
-10,460
23.1% 33
Other
Reportables
627
-121
0.1% 7 10,359
+1,947
1.6% 5 9,445
+643
1.5% 7
Nonreportable
Positions
68
+14
0.0%   136
+28
0.0%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short