Below is the Commitments of Traders (COT) report for FED FUNDS - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for FED FUNDS is as of 2024-03-19. 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: 1,855,447 | |||||||
151,004 | 345,849 | 313,079 | 1,352,227 | 1,160,168 | 1,816,310 | 1,819,096 | 39,137 | 36,351 |
Changes | (Change In Open Interest: +59,677 ) | |||||||
+20,971 | +20,066 | +45,915 | -8,830 | -6,608 | +58,056 | +59,373 | +1,621 | +304 |
Percent of Open Interest for Each Category of Traders | ||||||||
8.1% | 18.6% | 16.9% | 72.9% | 62.5% | 97.9% | 98.0% | 2.1% | 2.0% |
Number of Traders in Each Category | (Total Traders: 162) | |||||||
28 | 40 | 44 | 81 | 79 | 136 | 137 |