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 2020-09-22. 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 |
60,357 -8,867 |
12.0% | 32 | 105,770 +5,182 |
21.1% | 41 | 5,339 -48,946 |
1.1% | 15 |
| Asset Manager/ Institutional |
263,537 +10,771 |
52.5% | 154 | 132,111 +4,221 |
26.3% | 95 | 55,316 -10,785 |
11.0% | 128 |
| Leveraged Funds |
32,640 -10,931 |
6.5% | 60 | 68,828 -18,885 |
13.7% | 97 | 8,916 -20,757 |
1.8% | 38 |
| Other Reportables |
19,669 -2,887 |
3.9% | 28 | 66,530 -4,996 |
13.2% | 43 | 1,722 +98 |
0.3% | 9 |
| Nonreportable Positions |
54,678 -25,910 |
10.9% | 57,642 -23,346 |
11.5% | |||||
