COT Report: 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2019-02-05

1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code: #134742
Open Interest: 33,520   Total Changes: +515   Total Traders: 45

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
16,164
+3,543
48.2% 6 8,195
+5,898
24.4% 10 2,287
-4,707
6.8% 6
Asset Manager/
Institutional
651
0
1.9% 0 2,400
+1,200
7.2% 0 0
0
0.0% 0
Leveraged
Funds
6,988
+1,201
20.8% 13 13,773
-1,827
41.1% 12 6,021
+418
18.0% 18
Other
Reportables
1,204
+27
3.6% 0 0
0
0.0% 0 0
0
0.0% 0
Nonreportable
Positions
205
+33
0.6%   844
-467
2.5%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short