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

Futures Only Positions as of 2018-11-27

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,957,407   Total Changes: +44,125   Total Traders: 155

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
525,775
+14,947
26.9% 27 296,268
+38,626
15.1% 33 489,968
-661
25.0% 52
Asset Manager/
Institutional
5,671
+613
0.3% 0 29,154
+735
1.5% 4 73,302
+715
3.7% 5
Leveraged
Funds
166,993
+60,242
8.5% 30 277,246
-4,551
14.2% 34 548,329
+77,223
28.0% 49
Other
Reportables
4,612
-24,867
0.2% 0 83,408
+15,344
4.3% 14 99,463
-85,385
5.1% 7
Nonreportable
Positions
43,294
+1,298
2.2%   60,269
+2,079
3.1%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short