Below is the Commitments of Traders (COT) report for E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (COT legacy report, futures only) with COT charts. This COT report for E-MINI S&P 500 STOCK INDEX 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 |
| ($50 X S&P 500 INDEX) | Open Interest: 2,472,951 | |||||||
| 355,632 | 295,923 | 31,047 | 1,840,787 | 1,869,118 | 2,227,466 | 2,196,088 | 245,485 | 276,863 |
| Changes | (Change In Open Interest: -435,197 ) | |||||||
| -42,997 | -81,215 | -52,332 | -299,040 | -196,276 | -394,369 | -329,823 | -40,828 | -105,374 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 14.4% | 12.0% | 1.3% | 74.4% | 75.6% | 90.1% | 88.8% | 9.9% | 11.2% |
| Number of Traders in Each Category | (Total Traders: 549) | |||||||
| 84 | 82 | 35 | 263 | 273 | 361 | 376 | ||
