COT Report: FED FUNDS - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2022-05-17
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 2022-05-17. 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: 1,796,405 Total Changes: +46,001 Total Traders: 119
CFTC Code: #045601
Open Interest: 1,796,405 Total Changes: +46,001 Total Traders: 119
AS OF: 2022-05-17
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
339,542 +10,486 |
18.9% | 22 | 374,927 -2,913 |
20.9% | 34 | 768,630 +19,012 |
42.8% | 54 |
| Asset Manager/ Institutional |
0 -4,423 |
0.0% | 0 | 24,476 +3,353 |
1.4% | 0 | 20,779 +2,145 |
1.2% | 4 |
| Leveraged Funds |
132,438 +4,690 |
7.4% | 26 | 108,761 +5,182 |
6.1% | 21 | 447,093 +17,280 |
24.9% | 42 |
| Other Reportables |
45,499 -1,236 |
2.5% | 7 | 5,784 +260 |
0.3% | 0 | 4,750 0 |
0.3% | 0 |
| Nonreportable Positions |
37,674 -1,953 |
2.1% | 41,205 +1,682 |
2.3% | |||||
