COT Report: 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2019-04-09
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,769,336 Total Changes: -3,953 Total Traders: 143
CFTC Code: #045601
Open Interest: 1,769,336 Total Changes: -3,953 Total Traders: 143
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
548,126 -40,834 |
31.0% | 22 | 248,145 -12,236 |
14.0% | 33 | 440,928 +48,558 |
24.9% | 49 |
| Asset Manager/ Institutional |
45,772 -684 |
2.6% | 0 | 10,021 -1,839 |
0.6% | 6 | 47,446 -2,124 |
2.7% | 0 |
| Leveraged Funds |
157,974 -369 |
8.9% | 20 | 577,542 -13,053 |
32.6% | 40 | 369,560 -5,619 |
20.9% | 48 |
| Other Reportables |
104,795 +258 |
5.9% | 4 | 10,120 -7,554 |
0.6% | 9 | 22,217 -97 |
1.3% | 7 |
| Nonreportable Positions |
32,518 -3,042 |
1.8% | 43,357 -9,989 |
2.5% | |||||
Long vs. Short
Prices & Net Positions
Positions: Long
Positions: Short
