COT Report: 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2021-01-12
Below is the Commitments of Traders (COT) report for 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for 30-DAY FEDERAL FUNDS is as of 2021-01-12. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS
Code-045601
FUTURES ONLY POSITIONS
Code-045601
AS OF: 2021-01-12
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (CONTRACTS OF $5,000,000) | Open Interest: 1,034,355 | |||||||
| 212,450 | 186,957 | 156,820 | 644,079 | 661,067 | 1,013,349 | 1,004,844 | 21,006 | 29,511 |
| Changes | (Change In Open Interest: +35,030 ) | |||||||
| -14,994 | +6,135 | +12,796 | +35,764 | +14,914 | +33,566 | +33,845 | +1,464 | +1,185 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 20.5% | 18.1% | 15.2% | 62.3% | 63.9% | 98.0% | 97.1% | 2.0% | 2.9% |
| Number of Traders in Each Category | (Total Traders: 97) | |||||||
| 24 | 12 | 27 | 55 | 53 | 88 | 83 | ||
