30-Day Fed Fund Rates COT Report
Latest data as of 1997-03-18. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net short 18 contracts in 30-Day Fed Fund Rates futures as of 1997-03-18, up 62 from the prior week. Commercial hedgers were net long 15 contracts, with total open interest of 797 contracts. The COT index stands at 14.4.
| Open interest | 797 |
| Non-commercial long | 0 |
| Non-commercial short | 18 |
| Non-commercial net | -18 |
| Commercial long | 715 |
| Commercial short | 700 |
| Commercial net | 15 |
| WoW change in non-commercial net | 62 |
| COT index | 14.4 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 1997-03-18 | 0 | -18 | 15 |
| 1997-02-11 | 0 | -80 | 106 |
| 1997-02-04 | 0 | -55 | 81 |
| 1997-01-28 | 0 | -55 | 76 |
| 1997-01-21 | 0 | -60 | 96 |
| 1997-01-14 | 0 | -60 | 176 |
| 1997-01-07 | 0 | 6 | 52 |
| 1996-12-31 | 0 | 6 | 30 |
| 1996-12-24 | 0 | -37 | 60 |
| 1996-12-03 | 0 | 236 | -255 |
| 1996-11-26 | 0 | 226 | -245 |
| 1996-11-19 | 0 | 256 | -275 |
| 1996-11-12 | 0 | 226 | -255 |
| 1996-11-05 | 0 | 211 | -240 |
| 1996-10-29 | 0 | 211 | -336 |
| 1996-10-22 | 0 | 216 | -341 |
| 1996-10-15 | 0 | 141 | -291 |
| 1996-10-08 | 0 | 141 | -327 |
| 1996-10-01 | 0 | 115 | -301 |
| 1996-09-24 | 0 | -20 | -126 |
| 1996-09-17 | 0 | -60 | -127 |
| 1996-09-10 | 0 | -85 | -185 |
| 1996-09-03 | 0 | -35 | -180 |
| 1996-08-27 | 0 | -35 | -180 |
| 1996-08-20 | 0 | -35 | -180 |
| 1996-08-13 | 0 | -35 | -297 |
| 1996-08-06 | 0 | -60 | -252 |
| 1996-07-30 | 0 | -60 | 3 |
| 1996-07-23 | 0 | -360 | 208 |
| 1996-07-16 | 0 | -342 | 196 |
| 1996-07-09 | 0 | -365 | 222 |
| 1996-07-02 | 0 | -373 | 168 |
| 1996-06-25 | 0 | 40 | -61 |
| 1996-06-18 | 0 | 68 | -136 |
| 1996-06-11 | 0 | 68 | 53 |
| 1996-06-04 | 0 | 118 | 3 |
| 1996-05-28 | 0 | 234 | -224 |
| 1996-05-21 | 0 | 224 | -206 |
| 1996-05-14 | 0 | 175 | -113 |
| 1996-05-07 | 0 | 165 | -51 |
| 1996-04-30 | 0 | 265 | -67 |
| 1996-04-23 | 0 | 149 | -11 |
| 1996-04-16 | 0 | -19 | 31 |
| 1996-04-09 | 0 | -89 | -40 |
| 1996-04-02 | 0 | 15 | 75 |
| 1996-03-26 | 0 | -89 | -371 |
| 1996-03-19 | 0 | 92 | -186 |
| 1996-03-12 | 0 | 31 | 68 |
| 1996-03-05 | 0 | 239 | -46 |
| 1996-02-27 | 0 | 432 | -214 |
| 1996-02-20 | 0 | 438 | -136 |
| 1996-02-13 | 0 | 1,327 | -697 |
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Frequently asked questions
- What is the COT report?
- The Commitments of Traders (COT) report is a weekly publication by the CFTC that breaks down open interest in futures markets by trader category, including non-commercial (speculator) and commercial (hedger) positions.
- When is the COT report released?
- The COT report is released every Friday at 3:30 pm ET, with positions measured as of the prior Tuesday.
- What does non-commercial net mean?
- Non-commercial net is the number of long contracts held by large speculators minus their short contracts. A positive value means speculators are net long; a negative value means they are net short.