COT Report: 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2019-04-16

1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code: #134742
Open Interest: 49,667   Total Changes: +1,511   Total Traders: 51

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
10,926
-241
22.0% 8 14,819
+1,162
29.8% 6 5,926
+1,330
11.9% 7
Asset Manager/
Institutional
3,335
-135
6.7% 0 1,569
+369
3.2% 0 50
+50
0.1% 0
Leveraged
Funds
20,621
-849
41.5% 18 19,518
-2,235
39.3% 15 7,351
+836
14.8% 18
Other
Reportables
400
0
0.8% 0 0
0
0.0% 0 0
0
0.0% 0
Nonreportable
Positions
1,058
+520
2.1%   434
-1
0.9%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short