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

Futures Only Positions as of 2020-07-07

Below is the Commitments of Traders (COT) report for 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for 30-DAY FEDERAL FUNDS is as of 2020-07-07. 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
Code-045601
FUTURES ONLY POSITIONS AS OF 2020-07-07
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $5,000,000) Open Interest: 1,678,778
705,632 395,580 222,859 704,885 1,001,278 1,633,376 1,619,717 45,402 59,061
Changes (Change In Open Interest: -114,331 )
-80,910 -18,476 -2,720 -44,898 -117,835 -128,528 -139,031 +14,197 +24,700
Percent of Open Interest for Each Category of Traders
42.0% 23.6% 13.3% 42.0% 59.6% 97.3% 96.5% 2.7% 3.5%
Number of Traders in Each Category (Total Traders: 108)
22 21 33 53 57 96 92    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short