COT Reports

Commitments of Traders

Contracts: 465
Financial Reports: 28,582
Disaggregated Reports: 137,134
Search Contract
Futures Only
Report Date

30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE

Contract Code: 045601

Futures Only

Type:
Futures Only

COT Report: 2021/05/25

Report Date:
2015/12/29

Dealer Intermediary

Positions

  • Long414,645
  • Short179,181
  • Net
    +235,464
  • Spreading297,171

Change

  • Long-20,355
  • Short+15,149
  • Spreading+25,591

Open Interest

  • Long37%
  • Short16%
  • Spreading26.5%

Traders

  • Long22
  • Short28
  • Spreading45

Asset Mger / Inst

Positions

  • Long23,033
  • Short12,905
  • Net
    +10,128
  • Spreading9,351

Change

  • Long-734
  • Short+1,533
  • Spreading-194

Open Interest

  • Long2.1%
  • Short1.2%
  • Spreading0.8%

Traders

  • Long
  • Short
  • Spreading5

Leveraged Funds

Positions

  • Long83,317
  • Short313,003
  • Net
    -229,686
  • Spreading273,208

Change

  • Long+14,875
  • Short-27,163
  • Spreading+17,234

Open Interest

  • Long7.4%
  • Short27.9%
  • Spreading24.4%

Traders

  • Long18
  • Short23
  • Spreading33

Other Reportables

Positions

  • Long600
  • Short6,700
  • Net
    -6,100
  • Spreading0

Change

  • Long0
  • Short+250
  • Spreading0

Open Interest

  • Long0.1%
  • Short0.6%
  • Spreading0%

Traders

  • Long
  • Short
  • Spreading0

Non Reportable

Positions

  • Long20,062
  • Short29,868
  • Net
    -9,806
  • Spreading0

Change

  • Long-4,942
  • Short-925
  • Spreading0

Open Interest

  • Long1.8%
  • Short2.7%
  • Spreading0%

Traders

  • Long-
  • Short-
  • Spreading-

Historical Data

Time Range:
5 Years

Positions - Net

Positions - Lo/Sh/Sp

Volume