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

Futures Only Positions as of 2021-09-14

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 2021-09-14. 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: 1,061,119   Total Changes: +65,968   Total Traders: 100
AS OF: 2021-09-14

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
325,786
+18,311
30.7% 20 186,095
+27,831
17.5% 35 365,633
+6,965
34.5% 47
Asset Manager/
Institutional
37,296
+2,928
3.5% 0 4,434
0
0.4% 0 12,632
-1,588
1.2% 0
Leveraged
Funds
63,478
+14,530
6.0% 13 218,632
+7,891
20.6% 22 231,570
+26,080
21.8% 29
Other
Reportables
0
0
0.0% 0 11,304
+1,226
1.1% 4 0
0
0.0% 0
Nonreportable
Positions
24,724
-1,258
2.3%   30,819
-2,437
2.9%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short