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

Futures Only Positions as of 2020-07-07

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 2020-07-07. 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
Code-13874+
FUTURES ONLY POSITIONS AS OF 2020-07-07
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(S&P 500 INDEX X $250.00) Open Interest: 533,758
73,098 80,874 11,764 393,705 373,090 478,566 465,728 55,192 68,030
Changes (Change In Open Interest: -4,729 )
-452 -5,523 +1,269 -4,841 -1,041 -4,024 -5,295 -705 +566
Percent of Open Interest for Each Category of Traders
13.7% 15.2% 2.2% 73.8% 69.9% 89.7% 87.3% 10.3% 12.7%
Number of Traders in Each Category (Total Traders: 578)
91 104 55 261 275 377 409    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short