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

Futures Only Positions as of 2019-08-20

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,925,207   Total Changes: +68,614   Total Traders: 157

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
429,759
-14,677
22.3% 30 306,762
+17,513
15.9% 33 643,451
+16,608
33.4% 48
Asset Manager/
Institutional
15,331
+4,979
0.8% 0 52,931
+15,956
2.7% 5 43,023
-525
2.2% 4
Leveraged
Funds
248,010
+19,344
12.9% 34 403,164
-19,378
20.9% 36 395,865
+41,774
20.6% 56
Other
Reportables
98,809
+1,014
5.1% 9 22,971
-158
1.2% 5 9,838
+481
0.5% 5
Nonreportable
Positions
41,121
-384
2.1%   47,202
-3,657
2.5%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short