COT Report: 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2018-12-11

3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code: #134741
Open Interest: 37,418 Total Changes: +9,067 Total Traders: 31

	Long			Short			Spread
	Positions	Open Int	# Traders	Positions	Open Int	# Traders	Positions	Open Int	# Traders
Dealer Intermediary	1,653 +181	4.4%	0	8,076 +1,018	21.6%	6	2,773 +12	7.4%	6
Asset Manager/ Institutional	0 0	0.0%	0	0 0	0.0%	0	0 0	0.0%	0
Leveraged Funds	15,025 +7,045	40.2%	8	8,465 +6,207	22.6%	11	17,913 +1,849	47.9%	16
Other Reportables	25 0	0.1%	0	0 0	0.0%	0	0 0	0.0%	0
Nonreportable Positions	29 -20	0.1%		191 -19	0.5%

COT Report: 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2018-12-11

Long vs. Short

Net Positions

Positions: Long

Positions: Short