COT Report: EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-07-28
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 2026-07-28. 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: 26,481 Total Changes: +1,099 Total Traders: 35
CFTC Code: #047745
Open Interest: 26,481 Total Changes: +1,099 Total Traders: 35
AS OF: 2026-07-28
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
17,944 +996 |
67.8% | 8 | 11,306 +470 |
42.7% | 10 | 1,318 0 |
5.0% | 7 |
| Asset Manager/ Institutional |
550 -250 |
2.1% | 0 0 |
0.0% | 0 | 0 0 |
0.0% | 0 | |
| Leveraged Funds |
2,341 +528 |
8.8% | 6 | 10,049 +821 |
37.9% | 6 | 3,762 -181 |
14.2% | 8 |
| Other Reportables |
503 0 |
1.9% | 0 0 |
0.0% | 0 | 22 0 |
0.1% | ||
| Nonreportable Positions |
41 +6 |
0.2% | 24 -11 |
0.1% | |||||
