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.
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 |