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

Futures Only Positions as of 2018-02-20

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 2,019,724   Total Changes: +143,044   Total Traders: 166

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
538,832
+16,208
26.7% 29 364,007
+43,100
18.0% 34 619,182
+38,654
30.7% 51
Asset Manager/
Institutional
4,396
+2,000
0.2% 0 44,772
+5,443
2.2% 5 67,411
+2,355
3.3% 7
Leveraged
Funds
249,087
+10,903
12.3% 25 349,977
+638
17.3% 42 324,506
+22,257
16.1% 50
Other
Reportables
59,824
+3,974
3.0% 12 72,938
-7,619
3.6% 11 118,167
+41,136
5.9% 12
Nonreportable
Positions
38,319
+5,557
1.9%   58,764
-2,920
2.9%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short