COT Report: EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2024-06-11

Below is the Commitments of Traders (COT) report for EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE (futures only) with COT charts. This COT report for EURO SHORT TERM RATE is as of 2024-06-11. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE (2,500 X CONTRACT GRADE IMM INDEX)
CFTC Code: #047745
Open Interest: 57,510   Total Changes: -1,001   Total Traders: 52
AS OF: 2024-06-11

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
26,388
+1,179
45.9% 15 18,826
+672
32.7% 12 17,845
+872
31.0% 13
Asset Manager/
Institutional
826
+64
1.4% 0 0
-9
0.0% 0 164
+29
0.3% 0
Leveraged
Funds
209
-521
0.4% 6 9,820
-898
17.1% 12 10,692
-1,709
18.6% 15
Other
Reportables
1,235
-950
2.1% 0 0
0
0.0% 0 97
0
0.2% 0
Nonreportable
Positions
54
+35
0.1%   66
+42
0.1%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short