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.
| 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% | |||||
