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

Futures Only Positions as of 2017-06-20

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Code-045601
FUTURES ONLY POSITIONS AS OF 2017-06-20
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $5,000,000) Open Interest: 1,737,732
279,223 335,414 338,319 1,075,371 1,000,817 1,692,913 1,674,550 44,819 63,182
Changes (Change In Open Interest: +57,775 )
-47,730 +40,560 +3,620 +108,175 +10,646 +64,065 +54,826 -6,290 +2,949
Percent of Open Interest for Each Category of Traders
16.1% 19.3% 19.5% 61.9% 57.6% 97.4% 96.4% 2.6% 3.6%
Number of Traders in Each Category (Total Traders: 144)
19 42 48 63 72 114 136    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short