COT Report: S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2020-09-22

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 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.

S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE
Code-13874+
FUTURES ONLY POSITIONS AS OF 2020-09-22
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(S&P 500 INDEX X $250.00) Open Interest: 502,173
69,926 59,734 8,405 369,163 376,393 447,495 444,532 54,678 57,642
Changes (Change In Open Interest: -118,214 )
-9,528 -13,646 -15,454 -67,322 -65,768 -92,305 -94,869 -25,910 -23,346
Percent of Open Interest for Each Category of Traders
13.9% 11.9% 1.7% 73.5% 75.0% 89.1% 88.5% 10.9% 11.5%
Number of Traders in Each Category (Total Traders: 550)
84 82 37 263 274 362 378    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short