COT Report: S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2021-07-27
Below is the Commitments of Traders (COT) report for S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (COT legacy report, futures only) with COT charts. This COT report for S&P 500 Consolidated is as of 2021-07-27. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS
Code-13874+
FUTURES ONLY POSITIONS
Code-13874+
AS OF: 2021-07-27
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (S&P 500 INDEX X $250.00) | Open Interest: 560,457 | |||||||
| 81,145 | 67,760 | 34,784 | 379,600 | 396,193 | 495,529 | 498,737 | 64,928 | 61,720 |
| Changes | (Change In Open Interest: +9,220 ) | |||||||
| +1,221 | -1,126 | +10,893 | -9,122 | -4,754 | +2,992 | +5,013 | +6,228 | +4,206 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 14.5% | 12.1% | 6.2% | 67.7% | 70.7% | 88.4% | 89.0% | 11.6% | 11.0% |
| Number of Traders in Each Category | (Total Traders: 509) | |||||||
| 98 | 64 | 51 | 255 | 232 | 372 | 328 | ||
