COT Report: FED FUNDS - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2022-09-20
Below is the Commitments of Traders (COT) report for FED FUNDS - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for FED FUNDS is as of 2022-09-20. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,719,198 Total Changes: +133,771 Total Traders: 132
CFTC Code: #045601
Open Interest: 1,719,198 Total Changes: +133,771 Total Traders: 132
AS OF: 2022-09-20
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
284,492 -1,130 |
16.5% | 27 | 442,802 +32,233 |
25.8% | 35 | 458,143 +34,367 |
26.6% | 59 |
| Asset Manager/ Institutional |
1,500 +398 |
0.1% | 0 | 57,670 -1,328 |
3.4% | 6 | 9,551 +1,069 |
0.6% | 4 |
| Leveraged Funds |
502,335 +28,482 |
29.2% | 29 | 322,560 +12,570 |
18.8% | 20 | 370,338 +58,251 |
21.5% | 40 |
| Other Reportables |
44,165 +4,798 |
2.6% | 9 | 2,569 -3,006 |
0.1% | 0 | 9,236 +5,669 |
0.5% | 6 |
| Nonreportable Positions |
39,438 +1,867 |
2.3% | 46,329 -6,054 |
2.7% | |||||
