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

Futures Only Positions as of 2018-11-27

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Code-045601
FUTURES ONLY POSITIONS AS OF 2018-11-27
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $5,000,000) Open Interest: 1,957,407
177,920 260,886 587,090 1,149,103 1,049,162 1,914,113 1,897,138 43,294 60,269
Changes (Change In Open Interest: +44,125 )
+28,913 +20,748 -12,005 +25,919 +33,303 +42,827 +42,046 +1,298 +2,079
Percent of Open Interest for Each Category of Traders
9.1% 13.3% 30.0% 58.7% 53.6% 97.8% 96.9% 2.2% 3.1%
Number of Traders in Each Category (Total Traders: 155)
32 41 49 68 74 120 148    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short