COT Report: 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2018-12-11

1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code: #134742
Open Interest: 31,854   Total Changes: +8,224   Total Traders: 34

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
13,117
+3,451
41.2% 4 4,557
-558
14.3% 4 986
+1
3.1% 5
Asset Manager/
Institutional
200
+97
0.6% 0 0
0
0.0% 0 0
0
0.0% 0
Leveraged
Funds
10,934
+4,339
34.3% 10 17,727
+7,380
55.7% 13 6,287
+352
19.7% 13
Other
Reportables
225
0
0.7% 0 0
0
0.0% 0 0
0
0.0% 0
Nonreportable
Positions
105
-16
0.3%   2,297
+1,049
7.2%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short