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
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
