COT Report: FED FUNDS - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2022-05-17

Below is the Commitments of Traders (COT) report for FED FUNDS - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for FED FUNDS is as of 2022-05-17. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,796,405   Total Changes: +46,001   Total Traders: 119
AS OF: 2022-05-17

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
339,542
+10,486
18.9% 22 374,927
-2,913
20.9% 34 768,630
+19,012
42.8% 54
Asset Manager/
Institutional
0
-4,423
0.0% 0 24,476
+3,353
1.4% 0 20,779
+2,145
1.2% 4
Leveraged
Funds
132,438
+4,690
7.4% 26 108,761
+5,182
6.1% 21 447,093
+17,280
24.9% 42
Other
Reportables
45,499
-1,236
2.5% 7 5,784
+260
0.3% 0 4,750
0
0.3% 0
Nonreportable
Positions
37,674
-1,953
2.1%   41,205
+1,682
2.3%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short