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 2020-10-13. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (CONTRACTS OF $5,000,000) | Open Interest: 1,340,570 | |||||||
| 453,080 | 231,249 | 216,836 | 644,578 | 863,075 | 1,314,494 | 1,311,160 | 26,076 | 29,410 |
| Changes | (Change In Open Interest: +8,950 ) | |||||||
| +19,381 | -47,090 | -5,891 | -6,184 | +62,475 | +7,306 | +9,494 | +1,644 | -544 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 33.8% | 17.3% | 16.2% | 48.1% | 64.4% | 98.1% | 97.8% | 1.9% | 2.2% |
| Number of Traders in Each Category | (Total Traders: 102) | |||||||
| 22 | 15 | 26 | 57 | 60 | 89 | 91 | ||
