COT Report: 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2020-03-24

3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code: #134741
Open Interest: 171,803   Total Changes: -73,404   Total Traders: 45

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
318
-9,257
0.2% 0 84,492
-18,956
49.2% 14 16,325
-19,988
9.5% 6
Asset Manager/
Institutional
0
-5,510
0.0% 0 8,182
-25,612
4.8% 0 8,211
0
4.8% 0
Leveraged
Funds
118,715
-36,780
69.1% 13 26,168
-5,413
15.2% 14 26,300
-1,800
15.3% 17
Other
Reportables
690
-142
0.4% 0 0
0
0.0% 0 910
-8
0.5% 0
Nonreportable
Positions
334
+81
0.2%   1,215
-1,627
0.7%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short