COT Report: 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2019-02-05

3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code: #134741
Open Interest: 41,811   Total Changes: +6,559   Total Traders: 31

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
214
-2,224
0.5% 0 19,409
+1,219
46.4% 9 4,027
-29
9.6% 7
Asset Manager/
Institutional
134
+44
0.3% 0 0
0
0.0% 0 0
0
0.0% 0
Leveraged
Funds
21,220
+2,742
50.8% 12 2,137
-736
5.1% 7 10,300
+892
24.6% 15
Other
Reportables
25
0
0.1% 0 0
0
0.0% 0 0
0
0.0% 0
Nonreportable
Positions
5,891
+5,134
14.1%   5,938
+5,213
14.2%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short