COT Report: 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2017-10-17

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,518,716   Total Changes: -28,681   Total Traders: 154

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
486,596
-25,896
32.0% 17 365,911
+60,050
24.1% 47 424,369
-94
27.9% 50
Asset Manager/
Institutional
12,619
0
0.8% 0 7,682
-2,500
0.5% 4 21,045
-11,902
1.4% 0
Leveraged
Funds
97,149
+26,764
6.4% 19 188,136
-23,228
12.4% 41 314,107
-31,598
20.7% 41
Other
Reportables
57,512
+928
3.8% 6 61,066
-28,281
4.0% 11 68,804
+11,957
4.5% 8
Nonreportable
Positions
36,515
+1,160
2.4%   67,596
-3,085
4.5%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short