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
Code-045601
FUTURES ONLY POSITIONS AS OF 2017-07-11
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $5,000,000) Open Interest: 1,582,233
183,956 362,921 324,759 1,037,066 836,774 1,545,781 1,524,454 36,452 57,779
Changes (Change In Open Interest: +12,308 )
-7,970 -7,936 +12,886 +11,999 +11,076 +16,915 +16,026 -4,607 -3,718
Percent of Open Interest for Each Category of Traders
11.6% 22.9% 20.5% 65.5% 52.9% 97.7% 96.3% 2.3% 3.7%
Number of Traders in Each Category (Total Traders: 152)
11 59 56 59 69 119 144    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short