COT Report: 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2019-10-08

3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code: #134741
Open Interest: 156,267   Total Changes: +6,752   Total Traders: 49

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
15,777
+266
10.1% 0 70,315
+1,618
45.0% 13 22,934
+1,570
14.7% 5
Asset Manager/
Institutional
5,762
+1,182
3.7% 0 2,600
-60
1.7% 0 8,359
0
5.3% 0
Leveraged
Funds
71,876
-174
46.0% 8 20,253
-859
13.0% 21 29,236
+3,990
18.7% 18
Other
Reportables
296
0
0.2% 0 1,472
+332
0.9% 0 578
+92
0.4% 0
Nonreportable
Positions
1,449
-174
0.9%   520
+69
0.3%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short