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

Futures Only Positions as of 2020-08-04

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 2020-08-04. 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: 1,549,273   Total Changes: -146,375   Total Traders: 107

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
247,638
+19,313
16.0% 27 215,807
-60,376
13.9% 16 354,961
-62,073
22.9% 35
Asset Manager/
Institutional
5,500
0
0.4% 0 13,488
-2,435
0.9% 4 43,230
+5,096
2.8% 0
Leveraged
Funds
621,627
-87,716
40.1% 22 644,979
-1,154
41.6% 27 231,300
-27,052
14.9% 34
Other
Reportables
17,668
+4,229
1.1% 6 6,064
-994
0.4% 0 1,250
-419
0.1% 0
Nonreportable
Positions
26,099
+2,247
1.7%   38,194
+3,032
2.5%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short