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

Futures Only Positions as of 2018-02-20

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Code-045601
FUTURES ONLY POSITIONS AS OF 2018-02-20
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $5,000,000) Open Interest: 2,019,724
299,316 318,541 437,002 1,245,087 1,205,417 1,981,405 1,960,960 38,319 58,764
Changes (Change In Open Interest: +143,044 )
+36,035 -24,509 +48,058 +53,394 +122,415 +137,487 +145,964 +5,557 -2,920
Percent of Open Interest for Each Category of Traders
14.8% 15.8% 21.6% 61.6% 59.7% 98.1% 97.1% 1.9% 2.9%
Number of Traders in Each Category (Total Traders: 166)
35 49 58 66 73 133 153    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short