COT Report: EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2023-09-19

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 2023-09-19. 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: 15,814   Total Changes: +2,108   Total Traders: 34
AS OF: 2023-09-19

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
4,363
+125
27.6% 7 2,946
+62
18.6% 8 6,320
+1,193
40.0% 7
Asset Manager/
Institutional
464
+270
2.9% 0 0
0
0.0% 0 339
-6
2.1% 0
Leveraged
Funds
729
+521
4.6% 7 2,159
+738
13.7% 7 3,456
-30
21.9% 15
Other
Reportables
0
0
0.0% 0 538
+163
3.4% 0 33
+10
0.2% 0
Nonreportable
Positions
110
+25
0.7%   23
-22
0.1%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short