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

Futures Only Positions as of 2017-09-19

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,652,402   Total Changes: -84,393   Total Traders: 171

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
503,505
-14,042
30.5% 14 292,906
+4,336
17.7% 53 472,487
+330
28.6% 50
Asset Manager/
Institutional
12,619
0
0.8% 0 19,946
-7,267
1.2% 7 22,776
-471
1.4% 0
Leveraged
Funds
102,053
+26,260
6.2% 25 239,650
-470
14.5% 49 396,655
-74,120
24.0% 48
Other
Reportables
46,646
-22,840
2.8% 4 83,166
-5,624
5.0% 11 59,174
+3,358
3.6% 7
Nonreportable
Positions
36,487
-2,868
2.2%   65,642
-4,465
4.0%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short