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

Futures Only Positions as of 2017-11-14

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Code-045601
FUTURES ONLY POSITIONS AS OF 2017-11-14
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $5,000,000) Open Interest: 1,406,961
75,837 180,913 312,035 986,455 849,171 1,374,327 1,342,119 32,634 64,842
Changes (Change In Open Interest: +37,497 )
+1,612 +12,627 +9,396 +32,129 +27,387 +43,137 +49,410 -5,640 -11,913
Percent of Open Interest for Each Category of Traders
5.4% 12.9% 22.2% 70.1% 60.4% 97.7% 95.4% 2.3% 4.6%
Number of Traders in Each Category (Total Traders: 153)
20 49 45 64 74 114 141    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short