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

Futures Only Positions as of 2021-06-08

Below is the Commitments of Traders (COT) report for 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 30-DAY FEDERAL FUNDS is as of 2021-06-08. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,052,921   Total Changes: +45,125   Total Traders: 103
AS OF: 2021-06-08

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
470,791
+28,142
44.7% 25 160,115
+10,493
15.2% 24 238,900
+1,693
22.7% 44
Asset Manager/
Institutional
13,500
+100
1.3% 0 5,245
+3,544
0.5% 0 6,967
-546
0.7% 5
Leveraged
Funds
67,866
+3,885
6.4% 17 371,690
+19,766
35.3% 25 232,490
+8,979
22.1% 34
Other
Reportables
600
-727
0.1% 0 6,136
+182
0.6% 0 1,200
+1,200
0.1% 0
Nonreportable
Positions
20,607
+2,399
2.0%   30,178
-186
2.9%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short