COT Report: 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2020-06-23

3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code: #134741
Open Interest: 151,184   Total Changes: -29,012   Total Traders: 54

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
18,953
+12,418
12.5% 7 46,066
-16,680
30.5% 13 20,063
-9,037
13.3% 8
Asset Manager/
Institutional
0
0
0.0% 0 7,265
-987
4.8% 0 8,211
0
5.4% 0
Leveraged
Funds
83,522
-28,933
55.2% 12 49,338
+957
32.6% 17 19,251
-2,561
12.7% 18
Other
Reportables
350
-75
0.2% 0 172
+118
0.1% 0 682
-817
0.5% 0
Nonreportable
Positions
152
-7
0.1%   136
-5
0.1%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short