COT Report: 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2019-04-16

3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code: #134741
Open Interest: 56,940   Total Changes: -5,483   Total Traders: 32

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
9,143
+417
16.1% 0 16,241
-3,742
28.5% 8 4,821
+1,487
8.5% 6
Asset Manager/
Institutional
1,107
0
1.9% 0 0
0
0.0% 0 0
0
0.0% 0
Leveraged
Funds
24,953
-4,209
43.8% 10 18,987
+34
33.3% 10 16,770
-2,406
29.5% 15
Other
Reportables
0
0
0.0% 0 0
0
0.0% 0 0
0
0.0% 0
Nonreportable
Positions
146
-772
0.3%   121
-856
0.2%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short