COT Report: FED FUNDS - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2024-05-14

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 2024-05-14. 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: 1,576,638   Total Changes: +56,807   Total Traders: 162
AS OF: 2024-05-14

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
327,769
+28,159
20.8% 35 307,622
+8,366
19.5% 29 388,717
+19,598
24.7% 52
Asset Manager/
Institutional
45,836
+6,205
2.9% 5 22,720
+1,344
1.4% 5 21,895
+108
1.4% 0
Leveraged
Funds
327,618
-20,110
20.8% 30 344,836
+5,586
21.9% 43 405,494
+20,553
25.7% 54
Other
Reportables
8,135
+593
0.5% 6 23,462
-1,236
1.5% 7 21,671
+2,329
1.4% 5
Nonreportable
Positions
29,503
-628
1.9%   40,221
+159
2.6%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short