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

Futures Only Positions as of 2020-01-21

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,872,842   Total Changes: +18,407   Total Traders: 144

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
390,441
-4,623
20.8% 36 403,033
-24,725
21.5% 17 440,640
+51,405
23.5% 46
Asset Manager/
Institutional
13,868
-1,026
0.7% 4 32,722
+352
1.7% 6 31,305
+4,313
1.7% 7
Leveraged
Funds
511,628
-21,804
27.3% 41 504,318
-9,409
26.9% 26 393,917
-3,859
21.0% 47
Other
Reportables
43,576
+1,467
2.3% 9 27,500
0
1.5% 0 4,482
-732
0.2% 0
Nonreportable
Positions
42,985
-6,734
2.3%   34,925
+1,062
1.9%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short