COT Report: FED FUNDS - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2022-09-20

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 2022-09-20. 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: 1,719,198   Total Changes: +133,771   Total Traders: 132
AS OF: 2022-09-20

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
284,492
-1,130
16.5% 27 442,802
+32,233
25.8% 35 458,143
+34,367
26.6% 59
Asset Manager/
Institutional
1,500
+398
0.1% 0 57,670
-1,328
3.4% 6 9,551
+1,069
0.6% 4
Leveraged
Funds
502,335
+28,482
29.2% 29 322,560
+12,570
18.8% 20 370,338
+58,251
21.5% 40
Other
Reportables
44,165
+4,798
2.6% 9 2,569
-3,006
0.1% 0 9,236
+5,669
0.5% 6
Nonreportable
Positions
39,438
+1,867
2.3%   46,329
-6,054
2.7%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short