COT Report: 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2019-06-11

3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code: #134741
Open Interest: 73,746   Total Changes: -704   Total Traders: 41

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
7,383
-235
10.0% 0 17,499
-33
23.7% 9 6,971
+276
9.5% 9
Asset Manager/
Institutional
679
0
0.9% 0 3,446
-526
4.7% 0 1,350
0
1.8% 0
Leveraged
Funds
33,641
-900
45.6% 14 20,496
-668
27.8% 7 22,746
-39
30.8% 20
Other
Reportables
0
0
0.0% 0 57
+1
0.1% 0 0
0
0.0% 0
Nonreportable
Positions
976
+194
1.3%   1,181
+285
1.6%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short