COT Report: FED FUNDS - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2024-09-10
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 2024-09-10. 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: 1,788,752 Total Changes: +133,862 Total Traders: 178
CFTC Code: #045601
Open Interest: 1,788,752 Total Changes: +133,862 Total Traders: 178
AS OF: 2024-09-10
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
482,892 -15,358 |
27.0% | 34 | 286,869 +17,629 |
16.0% | 34 | 415,332 +29,109 |
23.2% | 53 |
| Asset Manager/ Institutional |
44,936 +1,844 |
2.5% | 6 | 14,481 -2,337 |
0.8% | 6 | 46,340 +2,348 |
2.6% | 4 |
| Leveraged Funds |
354,983 +82,654 |
19.8% | 39 | 574,046 +27,630 |
32.1% | 44 | 384,956 +47,701 |
21.5% | 52 |
| Other Reportables |
24,532 -17,067 |
1.4% | 5 | 6,433 -925 |
0.4% | 7 | 5,969 -212 |
0.3% | 5 |
| Nonreportable Positions |
28,812 +2,843 |
1.6% | 54,326 +12,919 |
3.0% | |||||
