COT Report: ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2023-03-21

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.

ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code: #13874W
Open Interest: 301,155   Total Changes: -7,681   Total Traders: 25
AS OF: 2023-03-21

  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%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short