COT Report: 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2021-09-14
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 2021-09-14. 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: 1,061,119 Total Changes: +65,968 Total Traders: 100
CFTC Code: #045601
Open Interest: 1,061,119 Total Changes: +65,968 Total Traders: 100
AS OF: 2021-09-14
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
325,786 +18,311 |
30.7% | 20 | 186,095 +27,831 |
17.5% | 35 | 365,633 +6,965 |
34.5% | 47 |
| Asset Manager/ Institutional |
37,296 +2,928 |
3.5% | 0 | 4,434 0 |
0.4% | 0 | 12,632 -1,588 |
1.2% | 0 |
| Leveraged Funds |
63,478 +14,530 |
6.0% | 13 | 218,632 +7,891 |
20.6% | 22 | 231,570 +26,080 |
21.8% | 29 |
| Other Reportables |
0 0 |
0.0% | 0 | 11,304 +1,226 |
1.1% | 4 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
24,724 -1,258 |
2.3% | 30,819 -2,437 |
2.9% | |||||
