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

Futures Only Positions as of 2017-08-15

S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code: #13874+
Open Interest: 695,177   Total Changes: +13,464   Total Traders: 626

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
44,021
-4,311
6.3% 33 154,969
+12,891
22.3% 47 23,792
+2,797
3.4% 23
Asset Manager/
Institutional
330,106
-6,934
47.5% 132 164,654
-1,051
23.7% 97 64,710
+2,997
9.3% 90
Leveraged
Funds
87,594
+11,203
12.6% 89 118,690
-11,989
17.1% 127 35,596
+4,385
5.1% 80
Other
Reportables
23,649
-617
3.4% 47 40,214
+902
5.8% 54 2,031
-90
0.3% 14
Nonreportable
Positions
83,676
+4,034
12.0%   90,520
+2,622
13.0%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short