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

Futures Only Positions as of 2017-09-19

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Code-045601
FUTURES ONLY POSITIONS AS OF 2017-09-19
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $5,000,000) Open Interest: 1,652,402
63,250 235,933 347,717 1,204,948 1,003,110 1,615,915 1,586,760 36,487 65,642
Changes (Change In Open Interest: -84,393 )
+12,413 -12,411 -65,561 -28,377 -1,956 -81,525 -79,928 -2,868 -4,465
Percent of Open Interest for Each Category of Traders
3.8% 14.3% 21.0% 72.9% 60.7% 97.8% 96.0% 2.2% 4.0%
Number of Traders in Each Category (Total Traders: 171)
21 57 49 64 82 118 161    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short