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

Futures Only Positions as of 2017-06-20

S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code: #13874+
Open Interest: 605,483   Total Changes: -180,411   Total Traders: 576

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
35,178
-14,427
5.8% 35 119,728
+9,762
19.8% 39 8,732
-68,187
1.4% 20
Asset Manager/
Institutional
308,100
+13,404
50.9% 120 158,550
-6,798
26.2% 81 64,169
-41,128
10.6% 85
Leveraged
Funds
64,313
-27,095
10.6% 80 118,394
-13,786
19.6% 116 18,060
-28,599
3.0% 69
Other
Reportables
31,202
+2,994
5.2% 48 39,591
-12,023
6.5% 56 2,245
-4,763
0.4% 16
Nonreportable
Positions
73,483
-12,609
12.1%   76,013
-14,888
12.6%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short