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

Futures Only Positions as of 2020-10-13

Below is the Commitments of Traders (COT) report for 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 30-DAY FEDERAL FUNDS is as of 2020-10-13. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,340,570   Total Changes: +8,950   Total Traders: 102

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
255,490
-18,077
19.1% 30 325,143
+55,047
24.3% 16 284,831
+14,273
21.2% 41
Asset Manager/
Institutional
39,793
+3,150
3.0% 0 2,033
0
0.2% 0 15,639
-2,650
1.2% 0
Leveraged
Funds
423,293
+15,689
31.6% 19 400,785
-58,523
29.9% 26 278,950
+1,347
20.8% 35
Other
Reportables
16,498
-6,426
1.2% 4 3,779
0
0.3% 0 0
0
0.0% 0
Nonreportable
Positions
26,076
+1,644
1.9%   29,410
-544
2.2%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short