COT Report: 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2020-06-23

1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code: #134742
Open Interest: 293,931   Total Changes: +8,035   Total Traders: 87

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
54,664
+1,081
18.6% 5 119,615
+3,097
40.7% 30 22,959
+1,002
7.8% 15
Asset Manager/
Institutional
0
0
0.0% 0 13,639
-3,611
4.6% 5 4,353
+1,390
1.5% 0
Leveraged
Funds
184,999
+2,896
62.9% 13 109,678
+5,563
37.3% 31 22,889
+1,606
7.8% 26
Other
Reportables
3,346
+21
1.1% 0 46
-83
0.0% 0 615
+42
0.2% 0
Nonreportable
Positions
106
-3
0.0%   137
-971
0.0%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short