Below is the Commitments of Traders (COT) report for 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 30-DAY FEDERAL FUNDS is as of 2020-10-13. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
255,490 -18,077 |
19.1% | 30 | 325,143 +55,047 |
24.3% | 16 | 284,831 +14,273 |
21.2% | 41 |
| Asset Manager/ Institutional |
39,793 +3,150 |
3.0% | 0 | 2,033 0 |
0.2% | 0 | 15,639 -2,650 |
1.2% | 0 |
| Leveraged Funds |
423,293 +15,689 |
31.6% | 19 | 400,785 -58,523 |
29.9% | 26 | 278,950 +1,347 |
20.8% | 35 |
| Other Reportables |
16,498 -6,426 |
1.2% | 4 | 3,779 0 |
0.3% | 0 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
26,076 +1,644 |
1.9% | 29,410 -544 |
2.2% | |||||
