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

Futures Only Positions as of 2018-01-09

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,463,964   Total Changes: +68,247   Total Traders: 151

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
418,329
-2,067
28.6% 28 230,473
+40,075
15.7% 31 506,425
+22,774
34.6% 51
Asset Manager/
Institutional
72,926
+7,732
5.0% 0 1,853
-856
0.1% 0 61,977
+2,703
4.2% 7
Leveraged
Funds
30,466
+4,720
2.1% 16 263,942
-13,262
18.0% 43 261,873
+32,936
17.9% 45
Other
Reportables
34,632
-3,453
2.4% 11 35,040
-19,206
2.4% 9 45,004
+41
3.1% 13
Nonreportable
Positions
32,332
+2,861
2.2%   57,377
+3,042
3.9%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short