COT Report: EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-09-29
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 2026-09-29. 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: 20,393 Total Changes: +888 Total Traders: 24
CFTC Code: #047745
Open Interest: 20,393 Total Changes: +888 Total Traders: 24
AS OF: 2026-09-29
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
17,272 +282 |
84.7% | 6 | 4,428 +1,192 |
21.7% | 9 | 1,112 +400 |
5.5% | 6 |
| Asset Manager/ Institutional |
0 0 |
0.0% | 0 | 0 0 |
0.0% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
0 0 |
0.0% | 0 | 13,420 -904 |
65.8% | 8 | 1,415 +214 |
6.9% | 5 |
| Other Reportables |
500 0 |
2.5% | 0 0 |
0.0% | 0 | 0 0 |
0.0% | 0 | |
| Nonreportable Positions |
94 -8 |
0.5% | 18 -14 |
0.1% | |||||
