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

Futures Only Positions as of 2021-01-12

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 2021-01-12. 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: 1,034,355   Total Changes: +35,030   Total Traders: 97
AS OF: 2021-01-12

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
335,363
+21,191
32.4% 27 315,086
-6,180
30.5% 14 207,334
+17,801
20.0% 35
Asset Manager/
Institutional
30,544
+5,119
3.0% 0 6,797
+1,349
0.7% 4 13,432
-166
1.3% 0
Leveraged
Funds
211,082
-25,415
20.4% 23 254,014
+6,965
24.6% 19 208,181
+15,737
20.1% 36
Other
Reportables
7,413
+960
0.7% 5 0
0
0.0% 0 0
-1,661
0.0% 0
Nonreportable
Positions
21,006
+1,464
2.0%   29,511
+1,185
2.9%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short