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.
| 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 | ||
