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

Futures Only Positions as of 2021-11-16

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 2021-11-16. 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: 1,207,677   Total Changes: +50,399   Total Traders: 105
AS OF: 2021-11-16

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
347,846
+24,117
28.8% 21 222,211
+9,230
18.4% 33 442,399
+21,464
36.6% 45
Asset Manager/
Institutional
33,797
+2,071
2.8% 0 4,689
+3,300
0.4% 0 8,995
-3,053
0.7% 0
Leveraged
Funds
68,084
-4,220
5.6% 12 231,639
+11,451
19.2% 27 262,558
+10,131
21.7% 33
Other
Reportables
21,257
+2,419
1.8% 0 2,812
0
0.2% 0 2,000
-518
0.2% 0
Nonreportable
Positions
20,741
-2,012
1.7%   30,374
-1,606
2.5%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short