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

Futures Only Positions as of 2020-05-19

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,786,358   Total Changes: +16,666   Total Traders: 122

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
200,710
+7,416
11.2% 23 512,160
+46,579
28.7% 31 378,942
-16,634
21.2% 45
Asset Manager/
Institutional
15,244
+2,520
0.9% 0 18,857
+712
1.1% 5 51,001
+4,209
2.9% 4
Leveraged
Funds
700,536
+22,756
39.2% 26 380,301
+1,059
21.3% 28 408,469
-2,640
22.9% 39
Other
Reportables
4,638
+1,850
0.3% 0 8,690
-8,980
0.5% 0 2,015
-1,850
0.1% 0
Nonreportable
Positions
24,803
-961
1.4%   25,923
-5,789
1.5%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short