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

Futures Only Positions as of 2020-07-07

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 2020-07-07. 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: 533,758   Total Changes: -4,729   Total Traders: 578

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
84,119
-3,203
15.8% 35 44,774
-2,660
8.4% 32 17,648
+5,699
3.3% 26
Asset Manager/
Institutional
244,523
-150
45.8% 144 157,406
-8,104
29.5% 106 62,135
-2,062
11.6% 124
Leveraged
Funds
41,251
-2,519
7.7% 69 99,656
-1,288
18.7% 109 6,566
+945
1.2% 50
Other
Reportables
21,139
-2,655
4.0% 32 76,358
+2,252
14.3% 51 1,186
-79
0.2% 8
Nonreportable
Positions
55,192
-705
10.3%   68,030
+566
12.7%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short