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.
| 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% | |||||
