COT Report: S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2024-03-19

Below is the Commitments of Traders (COT) report for S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (futures only) with COT charts. This COT report for S&P 500 Consolidated is as of 2024-03-19. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $50.00)
CFTC Code: #13874+
Open Interest: 2,111,429   Total Changes: -593,111   Total Traders: 483
AS OF: 2024-03-19

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
197,047
-87,918
9.3% 27 819,167
+39,564
38.8% 39 20,699
-148,615
1.0% 12
Asset Manager/
Institutional
1,167,000
+19,779
55.3% 175 218,215
-12,871
10.3% 53 153,459
-66,658
7.3% 97
Leveraged
Funds
114,319
-40,020
5.4% 63 544,704
-94,566
25.8% 84 36,254
-192,890
1.7% 56
Other
Reportables
146,696
+15,203
6.9% 23 121,878
-32,377
5.8% 18 9,210
-61,889
0.4% 8
Nonreportable
Positions
266,745
-30,104
12.6%   187,844
-22,811
8.9%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short