COT Report: 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2019-12-03

3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code: #134741
Open Interest: 180,085   Total Changes: -2,561   Total Traders: 57

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
6,598
-2,209
3.7% 0 92,418
+1,588
51.3% 15 24,346
+150
13.5% 5
Asset Manager/
Institutional
18,602
+423
10.3% 4 3,300
-300
1.8% 0 9,964
+279
5.5% 0
Leveraged
Funds
83,749
-178
46.5% 16 14,039
-3,291
7.8% 17 34,744
-1,023
19.3% 21
Other
Reportables
0
0
0.0% 0 361
+49
0.2% 0 881
+45
0.5% 0
Nonreportable
Positions
1,201
-48
0.7%   32
-58
0.0%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short