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

Futures Only Positions as of 2018-04-17

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 2,397,577   Total Changes: +26,948   Total Traders: 167

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
609,735
+328
25.4% 25 506,335
+28,592
21.1% 35 582,355
-702
24.3% 47
Asset Manager/
Institutional
9,436
-8,366
0.4% 0 30,694
+8,824
1.3% 6 140,424
+5,606
5.9% 7
Leveraged
Funds
255,521
+32,917
10.7% 26 262,112
+9,654
10.9% 40 479,250
-30,574
20.0% 45
Other
Reportables
99,286
+13,348
4.1% 8 148,491
-4,761
6.2% 15 187,180
+12,486
7.8% 15
Nonreportable
Positions
34,390
+1,905
1.4%   60,736
-2,177
2.5%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short