COT Report: 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2020-03-24

1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code: #134742
Open Interest: 349,355   Total Changes: -13,615   Total Traders: 90

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
47,132
+13,758
13.5% 6 139,765
-7,888
40.0% 27 23,616
+1,568
6.8% 13
Asset Manager/
Institutional
12,410
-3,761
3.6% 0 56,201
+9,774
16.1% 6 610
-2,914
0.2% 0
Leveraged
Funds
216,595
-17,920
62.0% 17 87,881
-10,026
25.2% 28 38,133
-4,333
10.9% 25
Other
Reportables
10,521
0
3.0% 0 304
+9
0.1% 0 235
-42
0.1% 0
Nonreportable
Positions
103
+29
0.0%   2,610
+237
0.7%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short