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

Futures Only Positions as of 2018-10-16

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,823,878   Total Changes: +67,132   Total Traders: 151

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
476,950
-5,495
26.2% 25 347,581
-2,722
19.1% 32 529,691
+47,867
29.0% 46
Asset Manager/
Institutional
17,255
+5
0.9% 4 33,760
+6,660
1.9% 4 41,121
+10,445
2.3% 4
Leveraged
Funds
160,443
-4,736
8.8% 27 267,853
-16,119
14.7% 34 338,897
+478
18.6% 44
Other
Reportables
60,060
-2,707
3.3% 11 43,394
-5,446
2.4% 11 155,732
+16,542
8.5% 9
Nonreportable
Positions
43,729
+4,733
2.4%   65,849
+9,427
3.6%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short