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.
| 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 | ||
