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

Futures Only Positions as of 2017-08-15

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,633,854   Total Changes: +120,372   Total Traders: 153

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
457,024
+41,890
28.0% 16 198,377
+18,005
12.1% 44 497,296
+34,778
30.4% 49
Asset Manager/
Institutional
12,619
0
0.8% 0 31,633
+880
1.9% 8 19,752
+7,476
1.2% 0
Leveraged
Funds
55,786
-5,048
3.4% 15 291,074
+4,204
17.8% 50 403,361
+35,885
24.7% 44
Other
Reportables
85,231
+3,613
5.2% 5 59,349
+20,589
3.6% 8 68,046
-1,042
4.2% 8
Nonreportable
Positions
34,739
+2,820
2.1%   64,966
-403
4.0%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short