COT Report: FED FUNDS - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2023-05-23

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 2023-05-23. 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: 1,735,674   Total Changes: +150,096   Total Traders: 142
AS OF: 2023-05-23

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
494,963
+55,280
28.5% 28 278,668
-10,581
16.1% 34 434,579
+23,538
25.0% 54
Asset Manager/
Institutional
4,863
-6,388
0.3% 0 91,127
+56,694
5.3% 7 18,852
-1,981
1.1% 4
Leveraged
Funds
314,965
+41,929
18.1% 29 422,064
+61,692
24.3% 34 426,643
+29,515
24.6% 50
Other
Reportables
6,314
+6,314
0.4% 0 10,449
-8,670
0.6% 5 975
-250
0.1% 0
Nonreportable
Positions
33,520
+2,139
1.9%   52,317
+139
3.0%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short