COT Report: FED FUNDS - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2023-12-05

Below is the Commitments of Traders (COT) report for FED FUNDS - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for FED FUNDS is as of 2023-12-05. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

FED FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS
Code-045601
AS OF: 2023-12-05
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $5,000,000) Open Interest: 1,482,072
138,769 291,923 208,946 1,104,260 939,163 1,451,975 1,440,032 30,097 42,040
Changes (Change In Open Interest: -435,605 )
-7,852 -58,188 -62,868 -364,731 -309,661 -435,451 -430,717 -154 -4,888
Percent of Open Interest for Each Category of Traders
9.4% 19.7% 14.1% 74.5% 63.4% 98.0% 97.2% 2.0% 2.8%
Number of Traders in Each Category (Total Traders: 148)
23 35 40 75 78 126 126    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short