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%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short