COT Report: 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2019-08-13

1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code: #134742
Open Interest: 124,554   Total Changes: +7,346   Total Traders: 69

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
24,421
+3,021
19.6% 10 17,007
+3,471
13.7% 9 13,696
+480
11.0% 10
Asset Manager/
Institutional
2,265
0
1.8% 0 17,635
+1,442
14.2% 0 7,222
-1,816
5.8% 0
Leveraged
Funds
47,570
+3,808
38.2% 18 39,879
+1,491
32.0% 22 28,342
+2,303
22.8% 27
Other
Reportables
602
+477
0.5% 0 313
-91
0.3% 0 235
+160
0.2% 0
Nonreportable
Positions
201
-1,087
0.2%   225
-94
0.2%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short