Below is the Commitments of Traders (COT) report for S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (futures only) with COT charts. This COT report for S&P 500 ANNUAL DIVIDEND INDEX is as of 2023-05-23. 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 |
28,414 -1,018 |
14.0% | 10 | 133,012 -9 |
65.4% | 23 | 41,723 +1,328 |
20.5% | 14 |
Asset Manager/ Institutional |
36,452 -15 |
17.9% | 15 | 0 0 |
0.0% | 0 | 1,723 0 |
0.8% | 0 |
Leveraged Funds |
71,862 +1,234 |
35.4% | 29 | 3,653 +300 |
1.8% | 0 | 17,213 +511 |
8.5% | 8 |
Other Reportables |
5,394 +102 |
2.7% | 6 | 5,671 +29 |
2.8% | 5 | 170 -45 |
0.1% | 0 |
Nonreportable Positions |
314 0 |
0.2% | 100 -17 |
0.0% |