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

Futures Only Positions as of 2020-06-30

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,793,109   Total Changes: +33,289   Total Traders: 111

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
235,210
+17,163
13.1% 28 354,356
-52,399
19.8% 20 411,480
+30,409
22.9% 39
Asset Manager/
Institutional
5,500
-949
0.3% 0 10,755
+2,954
0.6% 6 42,486
-3,713
2.4% 5
Leveraged
Funds
793,806
+9,623
44.3% 22 657,503
+84,966
36.7% 27 265,899
-22,318
14.8% 35
Other
Reportables
5,705
+242
0.3% 4 14,451
-12,500
0.8% 0 1,818
-246
0.1% 0
Nonreportable
Positions
31,205
+3,078
1.7%   34,361
+6,136
1.9%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short