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

Futures Only Positions as of 2018-06-12

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,942,691   Total Changes: +57,495   Total Traders: 152

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
514,425
-25,283
26.5% 30 413,177
+43,926
21.3% 26 505,167
-1,198
26.0% 48
Asset Manager/
Institutional
7,787
+2,923
0.4% 0 18,752
+697
1.0% 6 63,170
-10,121
3.3% 5
Leveraged
Funds
76,004
+10,258
3.9% 22 226,906
-8,179
11.7% 37 456,613
+25,917
23.5% 48
Other
Reportables
199,132
+51,947
10.3% 6 107,937
-2,074
5.6% 13 92,188
+1,393
4.7% 10
Nonreportable
Positions
28,205
+1,659
1.5%   58,781
+7,134
3.0%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short