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 2020-09-22. 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: 1,455,744 | |||||||
| 501,636 | 305,599 | 210,978 | 711,066 | 904,078 | 1,423,680 | 1,420,655 | 32,064 | 35,089 |
| Changes | (Change In Open Interest: +43,555 ) | |||||||
| +1,462 | +4,663 | +8,465 | +31,333 | +26,864 | +41,260 | +39,992 | +2,295 | +3,563 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 34.5% | 21.0% | 14.5% | 48.8% | 62.1% | 97.8% | 97.6% | 2.2% | 2.4% |
| Number of Traders in Each Category | (Total Traders: 104) | |||||||
| 26 | 12 | 24 | 54 | 58 | 86 | 88 | ||
