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

Futures Only Positions as of 2018-10-09

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,756,746   Total Changes: -9,212   Total Traders: 149

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
482,445
-12,956
27.5% 27 350,303
+42,651
19.9% 29 481,824
-17,981
27.4% 46
Asset Manager/
Institutional
17,250
-439
1.0% 4 27,100
-11,630
1.5% 4 30,676
+6,658
1.7% 5
Leveraged
Funds
165,179
+42,985
9.4% 31 283,972
-6,382
16.2% 33 338,419
-15,738
19.3% 43
Other
Reportables
62,767
+1,480
3.6% 7 48,840
+8,151
2.8% 9 139,190
-15,406
7.9% 8
Nonreportable
Positions
38,996
+2,185
2.2%   56,422
+465
3.2%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short