Below is the Commitments of Traders (COT) report for ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (futures only) with COT charts. This COT report for ADJUSTED INT RATE S&P 500 TOTL is as of 2023-03-21. 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 |
121,368 +1,931 |
40.3% | 11 | 91,380 +6,273 |
30.3% | 4 | 128,198 -12,654 |
42.6% | 11 |
Asset Manager/ Institutional |
0 0 |
0.0% | 0 | 33,500 +1,500 |
11.1% | 0 | 0 0 |
0.0% | 0 |
Leveraged Funds |
4,000 -250 |
1.3% | 0 | 9,437 -6,755 |
3.1% | 0 | 34,432 +2,705 |
11.4% | 7 |
Other Reportables |
9,703 +37 |
3.2% | 0 | 0 0 |
0.0% | 0 | 0 0 |
0.0% | 0 |
Nonreportable Positions |
3,454 +550 |
1.1% | 4,208 +1,250 |
1.4% |