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

Futures Only Positions as of 2018-08-07

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,778,908   Total Changes: -210,219   Total Traders: 144

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
432,867
-25,297
24.3% 25 327,630
-138,170
18.4% 26 531,137
-26,155
29.9% 43
Asset Manager/
Institutional
10,350
-24,863
0.6% 0 15,056
-5,899
0.8% 4 37,518
-5,038
2.1% 5
Leveraged
Funds
60,779
-33,295
3.4% 28 234,853
+34,238
13.2% 38 442,066
-48,922
24.9% 47
Other
Reportables
152,592
-32,344
8.6% 8 52,641
-1,574
3.0% 7 77,810
-17,072
4.4% 4
Nonreportable
Positions
33,789
+2,767
1.9%   60,197
-1,627
3.4%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short