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

Futures Only Positions as of 2018-01-09

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Code-045601
FUTURES ONLY POSITIONS AS OF 2018-01-09
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $5,000,000) Open Interest: 1,463,964
115,417 187,985 310,406 1,005,809 908,196 1,431,632 1,406,587 32,332 57,377
Changes (Change In Open Interest: +68,247 )
-14,469 -34,408 +32,316 +47,539 +67,297 +65,386 +65,205 +2,861 +3,042
Percent of Open Interest for Each Category of Traders
7.9% 12.8% 21.2% 68.7% 62.0% 97.8% 96.1% 2.2% 3.9%
Number of Traders in Each Category (Total Traders: 151)
25 45 54 67 72 123 144    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short