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
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% | |||||
