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

Futures Only Positions as of 2017-07-11

S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code: #13874+
Open Interest: 614,457   Total Changes: +1,347   Total Traders: 589

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
34,019
-5,847
5.5% 33 135,570
+6,529
22.1% 40 8,247
+897
1.3% 22
Asset Manager/
Institutional
299,765
+4,027
48.8% 117 160,902
-7,525
26.2% 87 69,547
+2,428
11.3% 88
Leveraged
Funds
75,405
+1,576
12.3% 86 98,146
-286
16.0% 115 24,212
-645
3.9% 76
Other
Reportables
24,903
-2,397
4.1% 52 41,822
+134
6.8% 59 2,615
-926
0.4% 19
Nonreportable
Positions
75,745
+2,233
12.3%   73,397
+740
11.9%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short