COT Report: FED FUNDS - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2022-09-20

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 2022-09-20. 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: 2022-09-20
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $5,000,000) Open Interest: 1,719,198
217,631 193,467 229,528 1,232,601 1,249,874 1,679,760 1,672,869 39,438 46,329
Changes (Change In Open Interest: +133,771 )
-10,937 +12,860 +20,381 +122,460 +106,584 +131,904 +139,825 +1,867 -6,054
Percent of Open Interest for Each Category of Traders
12.7% 11.3% 13.4% 71.7% 72.7% 97.7% 97.3% 2.3% 2.7%
Number of Traders in Each Category (Total Traders: 132)
19 21 32 85 83 122 119    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short