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

Futures Only Positions as of 2021-11-30

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 2021-11-30. 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: 2021-11-30
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(S&P 500 INDEX X $250.00) Open Interest: 502,143
85,140 49,195 15,695 345,829 384,366 446,665 449,256 55,478 52,886
Changes (Change In Open Interest: +11,079 )
+9,637 -1,545 -676 +1,166 +9,793 +10,128 +7,572 +952 +3,507
Percent of Open Interest for Each Category of Traders
17.0% 9.8% 3.1% 68.9% 76.5% 89.0% 89.5% 11.0% 10.5%
Number of Traders in Each Category (Total Traders: 525)
99 76 60 260 249 384 360    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short