COT Report: 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2019-08-13

3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code: #134741
Open Interest: 98,108   Total Changes: +14,611   Total Traders: 47

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
3,953
-2,451
4.0% 0 38,947
+8,397
39.7% 12 13,717
+1,970
14.0% 9
Asset Manager/
Institutional
8,841
-45
9.0% 0 1,824
+250
1.9% 0 105
+105
0.1% 0
Leveraged
Funds
39,108
+11,986
39.9% 8 11,178
+168
11.4% 16 30,105
+2,489
30.7% 19
Other
Reportables
321
-151
0.3% 0 665
+665
0.7% 0 935
+374
1.0% 0
Nonreportable
Positions
1,023
+334
1.0%   632
+193
0.6%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short