COT Report: 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2021-11-16
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 2021-11-16. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,207,677 Total Changes: +50,399 Total Traders: 105
CFTC Code: #045601
Open Interest: 1,207,677 Total Changes: +50,399 Total Traders: 105
AS OF: 2021-11-16
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
347,846 +24,117 |
28.8% | 21 | 222,211 +9,230 |
18.4% | 33 | 442,399 +21,464 |
36.6% | 45 |
| Asset Manager/ Institutional |
33,797 +2,071 |
2.8% | 0 | 4,689 +3,300 |
0.4% | 0 | 8,995 -3,053 |
0.7% | 0 |
| Leveraged Funds |
68,084 -4,220 |
5.6% | 12 | 231,639 +11,451 |
19.2% | 27 | 262,558 +10,131 |
21.7% | 33 |
| Other Reportables |
21,257 +2,419 |
1.8% | 0 | 2,812 0 |
0.2% | 0 | 2,000 -518 |
0.2% | 0 |
| Nonreportable Positions |
20,741 -2,012 |
1.7% | 30,374 -1,606 |
2.5% | |||||
