COT Report: S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2021-01-12
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 2021-01-12. 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: 531,665 Total Changes: +8,542 Total Traders: 534
CFTC Code: #13874+
Open Interest: 531,665 Total Changes: +8,542 Total Traders: 534
AS OF: 2021-01-12
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
58,761 +1,968 |
11.1% | 32 | 145,444 +10,027 |
27.4% | 40 | 8,118 +1,138 |
1.5% | 16 |
| Asset Manager/ Institutional |
262,560 -1,906 |
49.4% | 166 | 100,075 -7,067 |
18.8% | 81 | 57,195 +2,513 |
10.8% | 112 |
| Leveraged Funds |
51,701 +3,829 |
9.7% | 67 | 88,097 +1,857 |
16.6% | 88 | 8,527 -763 |
1.6% | 48 |
| Other Reportables |
21,769 +408 |
4.1% | 33 | 68,474 -5,546 |
12.9% | 27 | 635 -340 |
0.1% | 6 |
| Nonreportable Positions |
62,397 +1,696 |
11.7% | 55,099 +6,723 |
10.4% | |||||
