Spreadsheet: 7356da47-f1c9-47a3-a696-3e5c182cca14
Sheet: CBT 30 Day Fed Funds (FF)

 |  | Dealer intermediary |  | Asset Manager/ Institutional |  | Leveraged Funds |  | Other Reportable |  | Daily Average Large Trader Net Position Changes | Daily Average Trade Volume
Week Starting | Week Ending | "Buys" | "Sells" | "Buys" | "Sells" | "Buys" | "Sells" | "Buys" | "Sells"
2009-01-05 00:00:00 | 2009-01-09 00:00:00 | 17577 | 14061 | 1811 | 1117 | 7939 | 5665 | 5 | 1010 | 24593 | 44771
2009-01-12 00:00:00 | 2009-01-16 00:00:00 | 9590 | 8050 | 422 | 383 | 1486 | 3231 | 0 | 0 | 11581 | 42150
2009-01-19 00:00:00 | 2009-01-23 00:00:00 | 17009 | 18274 | 200 | 117 | 5395 | 4387 | 0 | 0 | 22691 | 51340
2009-01-26 00:00:00 | 2009-01-30 00:00:00 | 10769 | 11299 | 248 | 164 | 3871 | 3263 | 0 | 0 | 14807 | 55230
2009-02-02 00:00:00 | 2009-02-06 00:00:00 | 17981 | 9026 | 20 | 1943 | 5264 | 11263 | 46 | 11 | 22777 | 36830
2009-02-09 00:00:00 | 2009-02-13 00:00:00 | 7065 | 7918 | 67 | 25 | 2721 | 1900 | 0 | 35 | 9866 | 30431
2009-02-16 00:00:00 | 2009-02-20 00:00:00 | 6510 | 9765 | 592 | 9 | 3890 | 2074 | 2 | 2 | 11422 | 40791
2009-02-23 00:00:00 | 2009-02-27 00:00:00 | 5335 | 8949 | 100 | 97 | 5694 | 1440 | 20 | 0 | 10817 | 31745
2009-03-02 00:00:00 | 2009-03-06 00:00:00 | 17042 | 10024 | 429 | 793 | 3204 | 11440 | 31 | 27 | 21495 | 29773
2009-03-09 00:00:00 | 2009-03-13 00:00:00 | 8769 | 8592 | 331 | 126 | 1830 | 1606 | 9 | 43 | 10653 | 34587
2009-03-16 00:00:00 | 2009-03-20 00:00:00 | 8575 | 9848 | 0 | 34 | 2037 | 1400 | 207 | 7 | 11054 | 35719
2009-03-23 00:00:00 | 2009-03-27 00:00:00 | 9014 | 13138 | 87 | 0 | 4593 | 1302 | 209 | 26 | 14185 | 45859
2009-03-30 00:00:00 | 2009-04-03 00:00:00 | 14296 | 14002 | 0 | 177 | 4910 | 5239 | 92 | 173 | 19445 | 41678
2009-04-06 00:00:00 | 2009-04-10 00:00:00 | 8441 | 7648 | 0 | 0 | 2203 | 3586 | 500 | 3 | 11190 | 30612
2009-04-13 00:00:00 | 2009-04-17 00:00:00 | 9047 | 9201 | 0 | 120 | 3078 | 2924 | 635 | 488 | 12747 | 40517
2009-04-20 00:00:00 | 2009-04-24 00:00:00 | 7699 | 8743 | 0 | 0 | 2265 | 2237 | 203 | 286 | 10717 | 31189
2009-04-27 00:00:00 | 2009-05-01 00:00:00 | 9736 | 11189 | 0 | 0 | 5891 | 3854 | 564 | 828 | 16031 | 47515
2009-05-04 00:00:00 | 2009-05-08 00:00:00 | 20667 | 16113 | 1 | 1 | 3760 | 8611 | 939 | 97 | 25094 | 42058
2009-05-11 00:00:00 | 2009-05-15 00:00:00 | 7049 | 8605 | 0 | 0 | 2595 | 731 | 109 | 519 | 9804 | 30303
2009-05-18 00:00:00 | 2009-05-22 00:00:00 | 7010 | 7520 | 0 | 0 | 3536 | 2810 | 245 | 405 | 10763 | 31751
2009-05-25 00:00:00 | 2009-05-29 00:00:00 | 12553 | 8531 | 14 | 5 | 2668 | 6319 | 581 | 173 | 15421 | 45934
2009-06-01 00:00:00 | 2009-06-05 00:00:00 | 19924 | 18043 | 0 | 8 | 7540 | 10411 | 335 | 344 | 28302 | 62544
2009-06-08 00:00:00 | 2009-06-12 00:00:00 | 9295 | 12468 | 1869 | 0 | 6900 | 5946 | 58 | 402 | 18469 | 55140
2009-06-15 00:00:00 | 2009-06-19 00:00:00 | 10084 | 9693 | 96 | 107 | 4926 | 4287 | 160 | 230 | 14792 | 51039
2009-06-22 00:00:00 | 2009-06-26 00:00:00 | 8647 | 6618 | 12 | 0 | 3566 | 4720 | 228 | 3 | 11898 | 44755
2009-06-29 00:00:00 | 2009-07-03 00:00:00 | 16112 | 14098 | 41 | 193 | 2519 | 5419 | 2 | 57 | 19221 | 37838
2009-07-06 00:00:00 | 2009-07-10 00:00:00 | 12475 | 10720 | 45 | 9 | 1422 | 2912 | 117 | 161 | 13930 | 25947
2009-07-13 00:00:00 | 2009-07-17 00:00:00 | 4382 | 4204 | 2 | 54 | 1411 | 1251 | 44 | 1 | 5675 | 24434
2009-07-20 00:00:00 | 2009-07-24 00:00:00 | 6837 | 6243 | 280 | 588 | 1285 | 1637 | 94 | 43 | 8504 | 33603
2009-07-27 00:00:00 | 2009-07-31 00:00:00 | 7049 | 6214 | 100 | 133 | 1689 | 1464 | 577 | 237 | 8732 | 35304
2009-08-03 00:00:00 | 2009-08-07 00:00:00 | 14134 | 12875 | 96 | 343 | 3545 | 4939 | 111 | 162 | 18102 | 41274
2009-08-10 00:00:00 | 2009-08-14 00:00:00 | 8514 | 7830 | 0 | 298 | 3454 | 3498 | 95 | 329 | 12009 | 47105
2009-08-17 00:00:00 | 2009-08-21 00:00:00 | 6028 | 5118 | 130 | 437 | 1624 | 1846 | 22 | 625 | 7915 | 34577
2009-08-24 00:00:00 | 2009-08-28 00:00:00 | 3792 | 4954 | 0 | 2 | 2449 | 2481 | 418 | 817 | 7457 | 27086
2009-08-31 00:00:00 | 2009-09-04 00:00:00 | 15670 | 12600 | 0 | 88 | 6986 | 7875 | 55 | 565 | 21919 | 36648
2009-09-07 00:00:00 | 2009-09-11 00:00:00 | 5886 | 6642 | 242 | 143 | 1972 | 1437 | 70 | 69 | 8230 | 27104
2009-09-14 00:00:00 | 2009-09-18 00:00:00 | 6568 | 11102 | 553 | 340 | 5261 | 1551 | 148 | 47 | 12785 | 48884
2009-09-21 00:00:00 | 2009-09-25 00:00:00 | 9855 | 8261 | 535 | 124 | 2220 | 3140 | 397 | 555 | 12543 | 40291
2009-09-28 00:00:00 | 2009-10-02 00:00:00 | 19683 | 12479 | 24 | 5251 | 4356 | 5946 | 239 | 193 | 24085 | 64516
2009-10-05 00:00:00 | 2009-10-09 00:00:00 | 8766 | 5582 | 0 | 1340 | 1413 | 3492 | 93 | 40 | 10363 | 34269
2009-10-12 00:00:00 | 2009-10-16 00:00:00 | 8540 | 8621 | 89 | 518 | 3453 | 2837 | 89 | 268 | 12208 | 46002
2009-10-19 00:00:00 | 2009-10-23 00:00:00 | 9355 | 10588 | 0 | 437 | 5479 | 4727 | 47 | 171 | 15402 | 50877
2009-10-26 00:00:00 | 2009-10-30 00:00:00 | 12476 | 10460 | 0 | 363 | 2946 | 3989 | 65 | 143 | 15221 | 59482
2009-11-02 00:00:00 | 2009-11-06 00:00:00 | 16723 | 14448 | 2762 | 318 | 2455 | 6691 | 11 | 221 | 21815 | 61196
2009-11-09 00:00:00 | 2009-11-13 00:00:00 | 5212 | 4465 | 245 | 0 | 1829 | 2401 | 166 | 30 | 7174 | 27589
2009-11-16 00:00:00 | 2009-11-20 00:00:00 | 7521 | 6839 | 1249 | 425 | 4057 | 5420 | 169 | 353 | 13016 | 45297
2009-11-23 00:00:00 | 2009-11-27 00:00:00 | 6468 | 5320 | 421 | 0 | 3028 | 4485 | 131 | 139 | 9996 | 35862
2009-11-30 00:00:00 | 2009-12-04 00:00:00 | 16559 | 11987 | 1068 | 490 | 5872 | 10549 | 337 | 483 | 23672 | 53331
2009-12-07 00:00:00 | 2009-12-11 00:00:00 | 6112 | 7262 | 160 | 4 | 2772 | 1743 | 212 | 324 | 9295 | 38222
2009-12-14 00:00:00 | 2009-12-18 00:00:00 | 9864 | 10567 | 238 | 400 | 5228 | 3633 | 157 | 16 | 15051 | 58585
2009-12-21 00:00:00 | 2009-12-25 00:00:00 | 4386 | 4296 | 0 | 11 | 1754 | 1716 | 43 | 24 | 6114 | 26071
2009-12-28 00:00:00 | 2010-01-01 00:00:00 | 7294 | 7836 | 0 | 0 | 1581 | 2498 | 424 | 69 | 9850 | 37544
2010-01-04 00:00:00 | 2010-01-08 00:00:00 | 21072 | 18245 | 417 | 772 | 9507 | 11363 | 404 | 805 | 31293 | 67742
2010-01-11 00:00:00 | 2010-01-15 00:00:00 | 11174 | 10029 | 0 | 0 | 2455 | 3757 | 147 | 165 | 13864 | 44695
2010-01-18 00:00:00 | 2010-01-22 00:00:00 | 13391 | 8630 | 250 | 22 | 2732 | 6950 | 266 | 42 | 16141 | 62998
2010-01-25 00:00:00 | 2010-01-29 00:00:00 | 11888 | 13429 | 5 | 7 | 4576 | 3507 | 598 | 20 | 17016 | 60917
2010-02-01 00:00:00 | 2010-02-05 00:00:00 | 15356 | 12574 | 1067 | 223 | 4079 | 8042 | 348 | 534 | 21111 | 62369
2010-02-08 00:00:00 | 2010-02-12 00:00:00 | 8617 | 12484 | 711 | 132 | 4764 | 2275 | 633 | 488 | 15053 | 62436
2010-02-15 00:00:00 | 2010-02-19 00:00:00 | 14366 | 12965 | 88 | 0 | 3673 | 4245 | 92 | 56 | 17742 | 73040
2010-02-22 00:00:00 | 2010-02-26 00:00:00 | 12675 | 10074 | 63 | 250 | 5181 | 7107 | 141 | 69 | 17779 | 81634
2010-03-01 00:00:00 | 2010-03-05 00:00:00 | 26831 | 25583 | 14 | 1069 | 9216 | 10309 | 479 | 165 | 36833 | 98581
2010-03-08 00:00:00 | 2010-03-12 00:00:00 | 12457 | 16888 | 364 | 138 | 8241 | 3527 | 213 | 113 | 20970 | 76448
2010-03-15 00:00:00 | 2010-03-19 00:00:00 | 16302 | 18600 | 993 | 613 | 8431 | 5593 | 7 | 127 | 25333 | 86077
2010-03-22 00:00:00 | 2010-03-26 00:00:00 | 7201 | 11379 | 0 | 0 | 6103 | 1867 | 36 | 159 | 13373 | 42347
2010-03-29 00:00:00 | 2010-04-02 00:00:00 | 14385 | 17273 | 0 | 214 | 8837 | 6807 | 460 | 255 | 24115 | 44751
2010-04-05 00:00:00 | 2010-04-09 00:00:00 | 8317 | 12541 | 0 | 0 | 6798 | 2620 | 371 | 37 | 15342 | 61080
2010-04-12 00:00:00 | 2010-04-16 00:00:00 | 7961 | 9978 | 0 | 415 | 5550 | 2591 | 172 | 133 | 13400 | 64399
2010-04-19 00:00:00 | 2010-04-23 00:00:00 | 7356 | 9806 | 2 | 0 | 4504 | 2283 | 199 | 53 | 12101 | 58638
2010-04-26 00:00:00 | 2010-04-30 00:00:00 | 8062 | 12729 | 98 | 0 | 7073 | 3014 | 917 | 196 | 16045 | 79887
2010-05-03 00:00:00 | 2010-05-07 00:00:00 | 28016 | 31327 | 305 | 937 | 8496 | 6104 | 981 | 377 | 38272 | 133859
2010-05-10 00:00:00 | 2010-05-14 00:00:00 | 22189 | 21447 | 1456 | 514 | 3619 | 4508 | 153 | 705 | 27296 | 73049
2010-05-17 00:00:00 | 2010-05-21 00:00:00 | 8136 | 9367 | 280 | 179 | 5460 | 3147 | 56 | 581 | 13604 | 65380
2010-05-24 00:00:00 | 2010-05-28 00:00:00 | 9991 | 9818 | 169 | 281 | 4665 | 4351 | 179 | 104 | 14779 | 61937
2010-05-31 00:00:00 | 2010-06-04 00:00:00 | 17768 | 17535 | 1334 | 386 | 4579 | 5564 | 159 | 313 | 23818 | 55424
2010-06-07 00:00:00 | 2010-06-11 00:00:00 | 7360 | 8109 | 88 | 3 | 5212 | 3718 | 362 | 409 | 12630 | 44200
2010-06-14 00:00:00 | 2010-06-18 00:00:00 | 7947 | 7694 | 306 | 0 | 3430 | 3844 | 67 | 63 | 11675 | 41675
2010-06-21 00:00:00 | 2010-06-25 00:00:00 | 5806 | 7199 | 37 | 6 | 2792 | 2327 | 416 | 665 | 9623 | 31600
2010-06-28 00:00:00 | 2010-07-02 00:00:00 | 13967 | 13951 | 85 | 14 | 6850 | 8296 | 598 | 364 | 22063 | 37327
2010-07-05 00:00:00 | 2010-07-09 00:00:00 | 4193 | 4715 | 38 | 141 | 3892 | 2283 | 326 | 115 | 7851 | 27849
2010-07-12 00:00:00 | 2010-07-16 00:00:00 | 5433 | 5981 | 0 | 138 | 2882 | 2127 | 585 | 463 | 8805 | 27038
2010-07-19 00:00:00 | 2010-07-23 00:00:00 | 8473 | 9580 | 1288 | 23 | 4013 | 3628 | 370 | 223 | 13799 | 38333
2010-07-26 00:00:00 | 2010-07-30 00:00:00 | 7028 | 8843 | 1641 | 180 | 2832 | 3293 | 150 | 94 | 12031 | 42121
2010-08-02 00:00:00 | 2010-08-06 00:00:00 | 18479 | 13648 | 297 | 250 | 2082 | 6364 | 239 | 1026 | 21193 | 42796
2010-08-09 00:00:00 | 2010-08-13 00:00:00 | 9093 | 9045 | 481 | 40 | 3920 | 4437 | 10 | 187 | 13607 | 41023
2010-08-16 00:00:00 | 2010-08-20 00:00:00 | 5810 | 5610 | 13 | 391 | 2671 | 2460 | 33 | 244 | 8616 | 27134
2010-08-23 00:00:00 | 2010-08-27 00:00:00 | 7990 | 5613 | 658 | 56 | 4498 | 6846 | 21 | 62 | 12873 | 40846
2010-08-30 00:00:00 | 2010-09-03 00:00:00 | 14832 | 13484 | 109 | 337 | 4358 | 7098 | 288 | 91 | 20299 | 29306
2010-09-06 00:00:00 | 2010-09-10 00:00:00 | 5946 | 6728 | 45 | 312 | 3707 | 1659 | 115 | 65 | 9289 | 33084
2010-09-13 00:00:00 | 2010-09-17 00:00:00 | 7544 | 8668 | 170 | 286 | 4908 | 3180 | 89 | 316 | 12580 | 37291
2010-09-20 00:00:00 | 2010-09-24 00:00:00 | 7310 | 7120 | 215 | 22 | 2352 | 2476 | 45 | 203 | 9871 | 26610
2010-09-27 00:00:00 | 2010-10-01 00:00:00 | 15320 | 11885 | 182 | 736 | 2656 | 6502 | 770 | 329 | 19190 | 39029
2010-10-04 00:00:00 | 2010-10-08 00:00:00 | 5203 | 5752 | 190 | 39 | 2720 | 1988 | 439 | 67 | 8199 | 27983
2010-10-11 00:00:00 | 2010-10-15 00:00:00 | 4512 | 6346 | 32 | 89 | 3965 | 2289 | 370 | 30 | 8817 | 25745
2010-10-18 00:00:00 | 2010-10-22 00:00:00 | 4919 | 6031 | 319 | 2848 | 2267 | 1436 | 2938 | 122 | 10440 | 24105
2010-10-25 00:00:00 | 2010-10-29 00:00:00 | 8327 | 7438 | 0 | 312 | 3086 | 2938 | 110 | 424 | 11318 | 32092
2010-11-01 00:00:00 | 2010-11-05 00:00:00 | 19321 | 15108 | 304 | 121 | 3177 | 7584 | 156 | 438 | 23105 | 41187
2010-11-08 00:00:00 | 2010-11-12 00:00:00 | 10669 | 13746 | 349 | 58 | 5194 | 2882 | 876 | 697 | 17236 | 62033
2010-11-15 00:00:00 | 2010-11-19 00:00:00 | 8299 | 8703 | 58 | 280 | 3287 | 1780 | 176 | 796 | 11690 | 35421
2010-11-22 00:00:00 | 2010-11-26 00:00:00 | 8258 | 12916 | 298 | 333 | 5500 | 2172 | 1336 | 68 | 15440 | 44273
2010-11-29 00:00:00 | 2010-12-03 00:00:00 | 20964 | 18121 | 512 | 49 | 9754 | 11186 | 504 | 2133 | 31611 | 49487
2010-12-06 00:00:00 | 2010-12-10 00:00:00 | 10086 | 10927 | 80 | 152 | 4996 | 3989 | 900 | 598 | 15864 | 62368
2010-12-13 00:00:00 | 2010-12-17 00:00:00 | 7288 | 8366 | 4 | 340 | 3759 | 2591 | 607 | 1390 | 12173 | 43735
2010-12-20 00:00:00 | 2010-12-24 00:00:00 | 3800 | 3777 | 222 | 16 | 1170 | 1329 | 102 | 145 | 5279 | 15572
2010-12-27 00:00:00 | 2010-12-31 00:00:00 | 4409 | 4175 | 149 | 156 | 2448 | 2537 | 39 | 23 | 6968 | 24141
2011-01-03 00:00:00 | 2011-01-07 00:00:00 | 21735 | 14683 | 54 | 360 | 6000 | 12811 | 844 | 1380 | 28934 | 62404
2011-01-10 00:00:00 | 2011-01-14 00:00:00 | 11020 | 8884 | 120 | 40 | 2207 | 2854 | 532 | 1308 | 13483 | 42931
2011-01-17 00:00:00 | 2011-01-21 00:00:00 | 8654 | 9525 | 176 | 125 | 2658 | 3343 | 1760 | 160 | 13200 | 42366
2011-01-24 00:00:00 | 2011-01-28 00:00:00 | 8870 | 9532 | 58 | 66 | 4756 | 3549 | 728 | 821 | 14190 | 45261
2011-01-31 00:00:00 | 2011-02-04 00:00:00 | 17539 | 17039 | 1160 | 64 | 4002 | 6377 | 1136 | 1474 | 24395 | 55368
2011-02-07 00:00:00 | 2011-02-11 00:00:00 | 11321 | 10019 | 344 | 209 | 2898 | 4516 | 179 | 217 | 14852 | 60590
2011-02-14 00:00:00 | 2011-02-18 00:00:00 | 8189 | 5265 | 80 | 0 | 1737 | 3718 | 199 | 1111 | 10150 | 38159
2011-02-21 00:00:00 | 2011-02-25 00:00:00 | 8116 | 10303 | 0 | 3 | 6019 | 4458 | 2399 | 724 | 16011 | 58181
2011-02-28 00:00:00 | 2011-03-04 00:00:00 | 26345 | 21301 | 0 | 325 | 4807 | 8903 | 737 | 1466 | 31943 | 65596
2011-03-07 00:00:00 | 2011-03-11 00:00:00 | 8413 | 7745 | 0 | 100 | 3184 | 3882 | 111 | 44 | 11739 | 42244
2011-03-14 00:00:00 | 2011-03-18 00:00:00 | 13143 | 15277 | 0 | 0 | 6645 | 5341 | 1303 | 820 | 21264 | 73166
2011-03-21 00:00:00 | 2011-03-25 00:00:00 | 10548 | 11819 | 883 | 4 | 4521 | 5690 | 303 | 149 | 16959 | 51431
2011-03-28 00:00:00 | 2011-04-01 00:00:00 | 20997 | 18353 | 64 | 319 | 8260 | 8995 | 852 | 1687 | 29764 | 90410
2011-04-04 00:00:00 | 2011-04-08 00:00:00 | 11459 | 9812 | 408 | 450 | 4621 | 5935 | 145 | 379 | 16604 | 65070
2011-04-11 00:00:00 | 2011-04-15 00:00:00 | 10188 | 9480 | 5 | 350 | 6350 | 5729 | 83 | 306 | 16245 | 56071
2011-04-18 00:00:00 | 2011-04-22 00:00:00 | 9044 | 6925 | 200 | 200 | 2647 | 4255 | 324 | 1001 | 12298 | 37198
2011-04-25 00:00:00 | 2011-04-29 00:00:00 | 7337 | 6471 | 178 | 467 | 3162 | 3842 | 262 | 234 | 10976 | 41942
2011-05-02 00:00:00 | 2011-05-06 00:00:00 | 20226 | 17501 | 474 | 1107 | 5703 | 7006 | 636 | 717 | 26685 | 58578
2011-05-09 00:00:00 | 2011-05-13 00:00:00 | 8026 | 4907 | 163 | 646 | 1481 | 4302 | 107 | 476 | 10054 | 48370
2011-05-16 00:00:00 | 2011-05-20 00:00:00 | 8340 | 6776 | 268 | 284 | 2689 | 3927 | 413 | 163 | 11430 | 46061
2011-05-23 00:00:00 | 2011-05-27 00:00:00 | 13485 | 9369 | 253 | 950 | 3094 | 6303 | 217 | 622 | 17146 | 62559