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
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% | |||||
