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

Futures Only Positions as of 2021-01-19

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 2021-01-19. 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: 2021-01-19
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(S&P 500 INDEX X $250.00) Open Interest: 535,228
75,532 73,814 11,474 387,514 397,419 474,520 482,707 60,708 52,521
Changes (Change In Open Interest: +3,563 )
+3,830 -1,789 +2,257 -834 +5,674 +5,252 +6,141 -1,690 -2,579
Percent of Open Interest for Each Category of Traders
14.1% 13.8% 2.1% 72.4% 74.3% 88.7% 90.2% 11.3% 9.8%
Number of Traders in Each Category (Total Traders: 532)
94 69 45 257 252 369 348    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short