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

Futures Only Positions as of 2017-10-17

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Code-045601
FUTURES ONLY POSITIONS AS OF 2017-10-17
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $5,000,000) Open Interest: 1,518,716
105,035 166,796 310,238 1,066,928 974,086 1,482,201 1,451,120 36,515 67,596
Changes (Change In Open Interest: -28,681 )
+26,055 -37,142 -11,306 -44,590 +22,852 -29,841 -25,596 +1,160 -3,085
Percent of Open Interest for Each Category of Traders
6.9% 11.0% 20.4% 70.3% 64.1% 97.6% 95.5% 2.4% 4.5%
Number of Traders in Each Category (Total Traders: 154)
20 49 42 65 73 114 142    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short