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

Futures Only Positions as of 2019-10-15

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 2,180,547   Total Changes: +201,856   Total Traders: 167

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
290,895
-3,213
13.3% 19 351,350
+21,564
16.1% 39 637,866
+30,650
29.3% 47
Asset Manager/
Institutional
4,486
-2,774
0.2% 4 173,555
-3,310
8.0% 8 30,404
+6,181
1.4% 7
Leveraged
Funds
515,727
+73,724
23.7% 35 340,651
+52,566
15.6% 45 574,174
+93,297
26.3% 57
Other
Reportables
70,248
+4,466
3.2% 10 11,350
-775
0.5% 4 15,163
-398
0.7% 4
Nonreportable
Positions
41,584
-77
1.9%   46,034
+2,081
2.1%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short