COT Report: 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2019-06-11

1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code: #134742
Open Interest: 76,435   Total Changes: -758   Total Traders: 52

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
10,042
-1,458
13.1% 9 10,215
-5,124
13.4% 6 13,202
-503
17.3% 11
Asset Manager/
Institutional
6,202
+926
8.1% 0 1,200
0
1.6% 0 1,285
+1,000
1.7% 0
Leveraged
Funds
25,884
+3,038
33.9% 12 28,846
+4,775
37.7% 18 19,057
-1,760
24.9% 22
Other
Reportables
439
+109
0.6% 0 1,971
+821
2.6% 0 0
0
0.0% 0
Nonreportable
Positions
324
-2,110
0.4%   659
+33
0.9%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short