So this is going to be a dumb question, but when should you file CTRs on money shipments? The only money shipments we process are from the federal reserve. We are a small bank and don't have a lot of knowledge on this matter.

The Federal Reserve Banks are exempt. Not a reportable transaction.

FinCEN regulation (https://www.ffiec.gov/bsa_aml_infobase/pages_manual/regulations/31CFR1020_315.pdf) defines an "exempt person" to include "banks." Therefore your bank and any other bank with a state or federal charter are exempt from CTR filings for your currency transactions with each other. (The regional Federal Reserve Banks are state chartered banks.) Other types of businesses shipping cash might also be "exempt persons" if they are public corporations listed on a national exchange.