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

Futures Only Positions as of 2017-06-20

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,737,732   Total Changes: +57,775   Total Traders: 144

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
391,375
+92,250
22.5% 22 197,909
+36,051
11.4% 37 546,488
-16,056
31.4% 51
Asset Manager/
Institutional
929
-4,493
0.1% 0 11,872
+3,432
0.7% 5 15,759
-9,849
0.9% 0
Leveraged
Funds
283,661
+6,622
16.3% 15 289,559
-78,575
16.7% 39 352,616
+55,054
20.3% 40
Other
Reportables
11,574
-46,200
0.7% 7 169,836
+78,032
9.8% 10 90,511
-13,263
5.2% 13
Nonreportable
Positions
44,819
-6,290
2.6%   63,182
+2,949
3.6%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short