COT Report: FED FUNDS - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2023-05-23
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 2023-05-23. 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: 1,735,674 Total Changes: +150,096 Total Traders: 142
CFTC Code: #045601
Open Interest: 1,735,674 Total Changes: +150,096 Total Traders: 142
AS OF: 2023-05-23
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
494,963 +55,280 |
28.5% | 28 | 278,668 -10,581 |
16.1% | 34 | 434,579 +23,538 |
25.0% | 54 |
| Asset Manager/ Institutional |
4,863 -6,388 |
0.3% | 0 | 91,127 +56,694 |
5.3% | 7 | 18,852 -1,981 |
1.1% | 4 |
| Leveraged Funds |
314,965 +41,929 |
18.1% | 29 | 422,064 +61,692 |
24.3% | 34 | 426,643 +29,515 |
24.6% | 50 |
| Other Reportables |
6,314 +6,314 |
0.4% | 0 | 10,449 -8,670 |
0.6% | 5 | 975 -250 |
0.1% | 0 |
| Nonreportable Positions |
33,520 +2,139 |
1.9% | 52,317 +139 |
3.0% | |||||
