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.
| 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 | ||
