COT Report: 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2019-12-03

1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code: #134742
Open Interest: 327,427   Total Changes: -54,070   Total Traders: 99

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
34,691
+10,832
10.6% 6 60,028
-4,288
18.3% 25 34,120
-10,830
10.4% 14
Asset Manager/
Institutional
17,038
+799
5.2% 0 23,114
+12,444
7.1% 8 14,185
-14,250
4.3% 0
Leveraged
Funds
186,816
-36,378
57.1% 22 148,113
-35,847
45.2% 28 36,152
-809
11.0% 31
Other
Reportables
3,268
-3,608
1.0% 0 7,621
-480
2.3% 6 925
+210
0.3% 0
Nonreportable
Positions
232
-36
0.1%   3,169
-220
1.0%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short