COT Report: ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2026-09-15

Below is the Commitments of Traders (COT) report for ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (COT legacy report, futures only) with COT charts. This COT report for ADJUSTED INT RATE S&P 500 TOTL is as of 2026-09-15. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS
Code-13874W
AS OF: 2026-09-15
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(S&P 500 TOTAL RETURN INDEX x $25) Open Interest: 1,145,820
84,670 90,073 154,589 892,856 880,495 1,132,115 1,125,157 13,705 20,663
Changes (Change In Open Interest: -17,031 )
-1,100 -4,257 -12,130 -7,352 -4,858 -20,582 -21,245 +3,551 +4,214
Percent of Open Interest for Each Category of Traders
7.4% 7.9% 13.5% 77.9% 76.8% 98.8% 98.2% 1.2% 1.8%
Number of Traders in Each Category (Total Traders: 77)
9 11 19 45 51 64 75    

Long vs. Short

Net Positions


Positions: Long



Positions: Short