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

Futures Only Positions as of 2017-10-17

S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code: #13874+
Open Interest: 669,706   Total Changes: +4,149   Total Traders: 629

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
47,256
+1,427
7.1% 30 137,588
-117
20.5% 49 27,687
+2,357
4.1% 21
Asset Manager/
Institutional
327,509
-2,102
48.9% 136 164,142
+1,872
24.5% 97 53,354
+414
8.0% 96
Leveraged
Funds
79,270
+476
11.8% 85 117,896
-2,313
17.6% 128 27,957
-2,951
4.2% 70
Other
Reportables
24,379
+1,684
3.6% 53 51,275
+712
7.7% 51 5,325
+1,921
0.8% 10
Nonreportable
Positions
76,970
+921
11.5%   84,482
+2,253
12.6%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short