U.S. Fed Funds: Commitment of Traders Report
By Stephen Rose -
2011-10-14T19:32:24Z
The following table provides a comparison of the commitment of traders futures report for 30-day federal reserve funds for the week ended Oct. 11 according to the Chicago Board of Trade.
The fed funds rate is currently 0.25 percent.
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This Week Last Week Last Year Two Years
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Net Speculative Longs 16,607 13,455 123,807 54,161
Net Commercial Longs -3,108 -2,499 -108,560 -51,081
Net Total Longs 13,499 10,956 15,247 3,080
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Non-Commercial Long 63,471 61,555 147,076 108,428
Non-Commercial Short 46,864 48,100 23,269 54,267
Commercial Long 444,913 444,415 340,974 262,732
Commercial Short 448,021 446,914 449,534 313,813
Total Long 590,392 592,224 564,564 421,755
Total Short 576,893 581,268 549,317 418,675
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To contact the reporter on this story:
Stephen Rose in Washington at srose31@bloomberg.net
To contact the editor responsible for this story:
Marco Babic at mbabic@bloomberg.net
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