COT Report: FED FUNDS - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2024-02-20

Below is the Commitments of Traders (COT) report for FED FUNDS - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for FED FUNDS is as of 2024-02-20. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,962,721   Total Changes: +25,074   Total Traders: 164
AS OF: 2024-02-20

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
465,877
-16,614
23.7% 37 274,718
+31,074
14.0% 28 528,381
+24,853
26.9% 58
Asset Manager/
Institutional
17,852
+8,062
0.9% 5 27,509
-3,128
1.4% 5 48,223
+7,172
2.5% 0
Leveraged
Funds
382,122
+63,008
19.5% 30 501,777
+33,811
25.6% 41 463,053
-62,398
23.6% 49
Other
Reportables
9,392
+963
0.5% 4 65,967
-158
3.4% 9 12,774
-1,333
0.7% 0
Nonreportable
Positions
35,047
+1,361
1.8%   40,319
-4,819
2.1%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short