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
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
