COT Report: 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2020-01-21

3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code: #134741
Open Interest: 141,405   Total Changes: +5,501   Total Traders: 58

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
4,156
-1,664
2.9% 0 74,657
+2,599
52.8% 16 18,072
+105
12.8% 5
Asset Manager/
Institutional
16,865
-435
11.9% 4 0
0
0.0% 0 6,738
0
4.8% 0
Leveraged
Funds
69,586
+9,600
49.2% 14 15,860
+4,964
11.2% 18 23,417
-2,485
16.6% 21
Other
Reportables
507
+230
0.4% 0 564
+72
0.4% 0 794
+110
0.6% 0
Nonreportable
Positions
1,270
+40
0.9%   1,303
+136
0.9%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short