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+
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    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short