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

Futures Only Positions as of 2020-08-04

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 2020-08-04. 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
Code-045601
FUTURES ONLY POSITIONS AS OF 2020-08-04
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $5,000,000) Open Interest: 1,549,273
615,873 412,882 205,601 701,700 892,596 1,523,174 1,511,079 26,099 38,194
Changes (Change In Open Interest: -146,375 )
-90,352 +24,878 -10,952 -47,318 -163,333 -148,622 -149,407 +2,247 +3,032
Percent of Open Interest for Each Category of Traders
39.8% 26.6% 13.3% 45.3% 57.6% 98.3% 97.5% 1.7% 2.5%
Number of Traders in Each Category (Total Traders: 107)
21 21 31 54 53 96 85    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short