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

Futures Only Positions as of 2020-09-22

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.

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Code-045601
FUTURES ONLY POSITIONS AS OF 2020-09-22
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    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short