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

Futures Only Positions as of 2017-11-14

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,406,961   Total Changes: +37,497   Total Traders: 153

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
459,890
+3,763
32.7% 20 304,745
-3,166
21.7% 45 396,372
+17,289
28.2% 45
Asset Manager/
Institutional
12,303
+9,499
0.9% 0 5,376
-1,119
0.4% 4 27,067
+1,845
1.9% 6
Leveraged
Funds
60,571
+618
4.3% 21 216,440
+32,122
15.4% 42 296,159
+377
21.0% 43
Other
Reportables
50,032
+822
3.6% 6 24,027
-6,862
1.7% 7 71,933
+8,924
5.1% 8
Nonreportable
Positions
32,634
-5,640
2.3%   64,842
-11,913
4.6%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short