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

Futures Only Positions as of 2017-08-15

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Code-045601
FUTURES ONLY POSITIONS AS OF 2017-08-15
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $5,000,000) Open Interest: 1,633,854
35,865 320,741 364,153 1,199,097 883,994 1,599,115 1,568,888 34,739 64,966
Changes (Change In Open Interest: +120,372 )
+10,127 +8,962 +1,985 +105,440 +109,828 +117,552 +120,775 +2,820 -403
Percent of Open Interest for Each Category of Traders
2.2% 19.6% 22.3% 73.4% 54.1% 97.9% 96.0% 2.1% 4.0%
Number of Traders in Each Category (Total Traders: 153)
14 60 45 62 69 113 143    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short