COT Report: FED FUNDS - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2023-01-24

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 2023-01-24. 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: 1,798,641   Total Changes: +152,862   Total Traders: 141
AS OF: 2023-01-24

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
375,640
-56,585
20.9% 26 222,170
-53
12.4% 34 656,201
+141,808
36.5% 56
Asset Manager/
Institutional
2,978
-173
0.2% 0 195,267
+28,367
10.9% 6 15,843
+2,561
0.9% 4
Leveraged
Funds
343,490
+27,264
19.1% 28 240,154
-74,827
13.4% 28 359,248
+40,930
20.0% 45
Other
Reportables
11,984
-3,431
0.7% 5 50,484
+6,919
2.8% 4 1,484
-1,199
0.1% 0
Nonreportable
Positions
31,773
+1,687
1.8%   57,790
+8,356
3.2%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short