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

Futures Only Positions as of 2020-09-22

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 2020-09-22. 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 $250.00)
CFTC Code: #13874+
Open Interest: 502,173   Total Changes: -118,214   Total Traders: 550

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
60,357
-8,867
12.0% 32 105,770
+5,182
21.1% 41 5,339
-48,946
1.1% 15
Asset Manager/
Institutional
263,537
+10,771
52.5% 154 132,111
+4,221
26.3% 95 55,316
-10,785
11.0% 128
Leveraged
Funds
32,640
-10,931
6.5% 60 68,828
-18,885
13.7% 97 8,916
-20,757
1.8% 38
Other
Reportables
19,669
-2,887
3.9% 28 66,530
-4,996
13.2% 43 1,722
+98
0.3% 9
Nonreportable
Positions
54,678
-25,910
10.9%   57,642
-23,346
11.5%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short