COT Report: FED FUNDS - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2023-12-05
Below is the Commitments of Traders (COT) report for FED FUNDS - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for FED FUNDS is as of 2023-12-05. 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
FUTURES ONLY POSITIONS
Code-045601
FUTURES ONLY POSITIONS
Code-045601
AS OF: 2023-12-05
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (CONTRACTS OF $5,000,000) | Open Interest: 1,482,072 | |||||||
| 138,769 | 291,923 | 208,946 | 1,104,260 | 939,163 | 1,451,975 | 1,440,032 | 30,097 | 42,040 |
| Changes | (Change In Open Interest: -435,605 ) | |||||||
| -7,852 | -58,188 | -62,868 | -364,731 | -309,661 | -435,451 | -430,717 | -154 | -4,888 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 9.4% | 19.7% | 14.1% | 74.5% | 63.4% | 98.0% | 97.2% | 2.0% | 2.8% |
| Number of Traders in Each Category | (Total Traders: 148) | |||||||
| 23 | 35 | 40 | 75 | 78 | 126 | 126 | ||
