COT Report: FED FUNDS - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2023-09-19
Below is the Commitments of Traders (COT) report for FED FUNDS - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for FED FUNDS is as of 2023-09-19. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,465,422 Total Changes: +7,161 Total Traders: 141
CFTC Code: #045601
Open Interest: 1,465,422 Total Changes: +7,161 Total Traders: 141
AS OF: 2023-09-19
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
473,520 +19,641 |
32.3% | 28 | 292,232 +41,424 |
19.9% | 30 | 297,483 +10,011 |
20.3% | 51 |
| Asset Manager/ Institutional |
30,350 -731 |
2.1% | 0 | 64,864 -19,070 |
4.4% | 4 | 15,124 +1,020 |
1.0% | 6 |
| Leveraged Funds |
217,016 +20,695 |
14.8% | 29 | 349,532 +4,392 |
23.9% | 33 | 386,973 -39,849 |
26.4% | 53 |
| Other Reportables |
13,498 +3,466 |
0.9% | 5 | 1,877 +532 |
0.1% | 0 | 2,451 -423 |
0.2% | 4 |
| Nonreportable Positions |
29,007 -6,669 |
2.0% | 54,886 +9,124 |
3.7% | |||||
