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.
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% |