COT Report: FED FUNDS - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2023-01-24

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 2023-01-24. 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: 2023-01-24
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $5,000,000) Open Interest: 1,798,641
174,466 210,296 236,113 1,356,289 1,294,442 1,766,868 1,740,851 31,773 57,790
Changes (Change In Open Interest: +152,862 )
+7,081 -43,324 +17,302 +126,792 +170,528 +151,175 +144,506 +1,687 +8,356
Percent of Open Interest for Each Category of Traders
9.7% 11.7% 13.1% 75.4% 72.0% 98.2% 96.8% 1.8% 3.2%
Number of Traders in Each Category (Total Traders: 141)
22 26 35 78 85 121 128    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short