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

Futures Only Positions as of 2020-09-22

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.

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,455,744   Total Changes: +43,555   Total Traders: 104

  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%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short