COT Report: 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2019-04-16
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,796,079 Total Changes: +26,743 Total Traders: 148
CFTC Code: #045601
Open Interest: 1,796,079 Total Changes: +26,743 Total Traders: 148
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
584,085 +35,959 |
32.5% | 23 | 295,232 +47,087 |
16.4% | 32 | 437,489 -3,439 |
24.4% | 50 |
| Asset Manager/ Institutional |
39,724 -6,048 |
2.2% | 0 | 13,627 +3,606 |
0.8% | 7 | 45,868 -1,578 |
2.6% | 0 |
| Leveraged Funds |
135,746 -22,228 |
7.6% | 22 | 548,557 -28,985 |
30.5% | 41 | 382,010 +12,450 |
21.3% | 46 |
| Other Reportables |
115,471 +10,676 |
6.4% | 4 | 13,424 +3,304 |
0.7% | 10 | 18,436 -3,781 |
1.0% | 6 |
| Nonreportable Positions |
37,250 +4,732 |
2.1% | 41,436 -1,921 |
2.3% | |||||
Long vs. Short
Prices & Net Positions
Positions: Long
Positions: Short
