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

Futures Only Positions as of 2018-12-04

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,886,326   Total Changes: -71,081   Total Traders: 156

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
457,671
-68,104
24.3% 23 244,574
-51,694
13.0% 34 499,459
+9,491
26.5% 50
Asset Manager/
Institutional
22,346
+16,675
1.2% 4 7,075
-22,079
0.4% 0 64,769
-8,533
3.4% 6
Leveraged
Funds
132,210
-34,783
7.0% 27 278,927
+1,681
14.8% 33 539,353
-8,976
28.6% 51
Other
Reportables
35,429
+30,817
1.9% 5 88,629
+5,221
4.7% 15 97,486
-1,977
5.2% 9
Nonreportable
Positions
37,603
-5,691
2.0%   66,054
+5,785
3.5%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short