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

Futures Only Positions as of 2020-03-31

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,692,857   Total Changes: +5,932   Total Traders: 122

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
312,779
+46,171
18.5% 21 426,115
-5,877
25.2% 32 423,499
-14,958
25.0% 45
Asset Manager/
Institutional
49,992
-12,629
3.0% 0 24,530
-4,091
1.4% 4 53,902
+6,682
3.2% 0
Leveraged
Funds
384,754
+10,389
22.7% 27 262,249
+52,055
15.5% 26 418,708
-24,745
24.7% 40
Other
Reportables
1,646
+4
0.1% 0 28,999
+2,435
1.7% 5 12,560
+250
0.7% 6
Nonreportable
Positions
35,017
-5,232
2.1%   42,295
-5,819
2.5%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short