Below is the Commitments of Traders (COT) report for 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 30-DAY FEDERAL FUNDS is as of 2020-09-22. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
285,648 +20,295 |
19.6% | 26 | 283,665 +28,593 |
19.5% | 17 | 293,940 -16,529 |
20.2% | 34 |
| Asset Manager/ Institutional |
46,165 +24,424 |
3.2% | 0 | 5,833 0 |
0.4% | 0 | 18,134 -8,268 |
1.2% | 0 |
| Leveraged Funds |
478,390 -12,664 |
32.9% | 27 | 531,874 +8,250 |
36.5% | 20 | 281,285 +28,816 |
19.3% | 33 |
| Other Reportables |
19,203 +4,400 |
1.3% | 4 | 5,009 -1,656 |
0.3% | 0 | 915 +786 |
0.1% | 0 |
| Nonreportable Positions |
32,064 +2,295 |
2.2% | 35,089 +3,563 |
2.4% | |||||
