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

Futures Only Positions as of 2018-01-09

S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code: #13874+
Open Interest: 704,939   Total Changes: +42,808   Total Traders: 631

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
48,166
+823
6.8% 29 181,169
+7,309
25.7% 51 31,481
+3,463
4.5% 27
Asset Manager/
Institutional
352,879
+27,123
50.1% 149 164,173
+789
23.3% 92 61,023
+1,301
8.7% 103
Leveraged
Funds
70,378
+984
10.0% 84 125,435
+22,039
17.8% 123 24,770
+4,455
3.5% 75
Other
Reportables
27,496
+1,028
3.9% 51 37,827
+1,539
5.4% 52 5,317
+10
0.8% 15
Nonreportable
Positions
83,429
+3,620
11.8%   73,744
+1,904
10.5%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short