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

Futures Only Positions as of 2019-12-10

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code: #045601
Open Interest: 1,850,507   Total Changes: +8,420   Total Traders: 151

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
414,977
+13,307
22.4% 36 490,271
+62,020
26.5% 20 446,719
+56
24.1% 46
Asset Manager/
Institutional
13,728
+6,391
0.7% 8 20,628
-18,063
1.1% 4 21,462
+2,016
1.2% 7
Leveraged
Funds
496,333
+8,887
26.8% 39 431,792
-19,764
23.3% 29 378,472
-24,426
20.5% 45
Other
Reportables
27,804
+1,100
1.5% 7 15,090
-310
0.8% 0 7,598
+84
0.4% 0
Nonreportable
Positions
43,414
+1,005
2.3%   38,475
+6,807
2.1%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short