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

Futures Only Positions as of 2017-07-11

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,582,233   Total Changes: +12,308   Total Traders: 152

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
388,656
+3,165
24.6% 18 172,607
+23,537
10.9% 37 496,527
+13,741
31.4% 48
Asset Manager/
Institutional
12,619
0
0.8% 0 26,402
+6,841
1.7% 7 14,791
-136
0.9% 0
Leveraged
Funds
195,969
+2,283
12.4% 11 279,944
-4,481
17.7% 49 345,388
+803
21.8% 49
Other
Reportables
22,560
+4,406
1.4% 7 119,524
-16,932
7.6% 12 69,271
-7,347
4.4% 12
Nonreportable
Positions
36,452
-4,607
2.3%   57,779
-3,718
3.7%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short