COT Report: 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2021-04-13

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 2021-04-13. 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: 453,583   Total Changes: -3,718   Total Traders: 105
AS OF: 2021-04-13

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
85,643
+4,225
18.9% 16 150,893
-20,129
33.3% 23 125,130
+16,845
27.6% 21
Asset Manager/
Institutional
11,818
+1,369
2.6% 4 2,334
0
0.5% 0 9,088
+324
2.0% 0
Leveraged
Funds
119,217
-26,710
26.3% 16 62,931
-3,301
13.9% 26 95,904
+2,858
21.1% 34
Other
Reportables
2,339
-124
0.5% 5 3,680
+2,203
0.8% 5 3,384
-2,504
0.7% 0
Nonreportable
Positions
1,060
-1
0.2%   239
-14
0.1%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short