COT Report: 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2019-10-15

1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code: #134742
Open Interest: 275,111   Total Changes: +18,020   Total Traders: 81

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
32,408
-3,635
11.8% 4 41,160
+5,261
15.0% 18 30,208
+4,754
11.0% 14
Asset Manager/
Institutional
1,980
+669
0.7% 0 11,927
-916
4.3% 6 15,553
+5,185
5.7% 0
Leveraged
Funds
170,321
+2,441
61.9% 14 150,754
-2,664
54.8% 27 16,691
+5,894
6.1% 29
Other
Reportables
4,137
-244
1.5% 0 7,336
+100
2.7% 4 411
-12
0.1% 0
Nonreportable
Positions
3,402
+2,968
1.2%   1,071
+418
0.4%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short