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 2026-07-28. 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 TOTAL RETURN INDEX x $25) | Open Interest: 1,023,158 | |||||||
| 76,102 | 114,797 | 161,015 | 776,655 | 727,570 | 1,013,772 | 1,003,382 | 9,386 | 19,776 |
| Changes | (Change In Open Interest: +24,705 ) | |||||||
| +1,319 | 0 | +1,814 | +21,873 | +24,971 | +25,006 | +26,785 | -301 | -2,080 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 7.4% | 11.2% | 15.7% | 75.9% | 71.1% | 99.1% | 98.1% | 0.9% | 1.9% |
| Number of Traders in Each Category | (Total Traders: 76) | |||||||
| 10 | 9 | 19 | 41 | 52 | 60 | 75 | ||