COT Report: 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2021-01-12
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 2021-01-12. 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: 1,034,355 Total Changes: +35,030 Total Traders: 97
CFTC Code: #045601
Open Interest: 1,034,355 Total Changes: +35,030 Total Traders: 97
AS OF: 2021-01-12
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
335,363 +21,191 |
32.4% | 27 | 315,086 -6,180 |
30.5% | 14 | 207,334 +17,801 |
20.0% | 35 |
| Asset Manager/ Institutional |
30,544 +5,119 |
3.0% | 0 | 6,797 +1,349 |
0.7% | 4 | 13,432 -166 |
1.3% | 0 |
| Leveraged Funds |
211,082 -25,415 |
20.4% | 23 | 254,014 +6,965 |
24.6% | 19 | 208,181 +15,737 |
20.1% | 36 |
| Other Reportables |
7,413 +960 |
0.7% | 5 | 0 0 |
0.0% | 0 | 0 -1,661 |
0.0% | 0 |
| Nonreportable Positions |
21,006 +1,464 |
2.0% | 29,511 +1,185 |
2.9% | |||||
