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

Futures Only Positions as of 2020-03-31

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Code-045601
FUTURES ONLY POSITIONS AS OF 2020-03-31
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $5,000,000) Open Interest: 1,692,857
364,079 79,987 306,849 986,912 1,263,726 1,657,840 1,650,562 35,017 42,295
Changes (Change In Open Interest: +5,932 )
+6,965 -16,289 -308 +4,507 +28,348 +11,164 +11,751 -5,232 -5,819
Percent of Open Interest for Each Category of Traders
21.5% 4.7% 18.1% 58.3% 74.7% 97.9% 97.5% 2.1% 2.5%
Number of Traders in Each Category (Total Traders: 122)
27 21 34 64 69 106 110    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short