COT Report: 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2020-01-21

1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code: #134742
Open Interest: 216,868   Total Changes: -826   Total Traders: 87

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
12,704
-5,463
5.9% 4 44,124
-4,166
20.3% 26 27,466
+2,706
12.7% 13
Asset Manager/
Institutional
10,716
+1,133
4.9% 0 9,480
+269
4.4% 6 12,228
-863
5.6% 0
Leveraged
Funds
107,787
+437
49.7% 17 74,104
-305
34.2% 29 42,774
+142
19.7% 25
Other
Reportables
100
-12
0.0% 0 2,592
+1,255
1.2% 0 2,977
+1,061
1.4% 0
Nonreportable
Positions
116
+33
0.1%   1,123
-925
0.5%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short