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

Futures Only Positions as of 2020-08-04

Below is the Commitments of Traders (COT) report for S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (futures only) with COT charts. This COT report for S&P 500 Consolidated is as of 2020-08-04. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code: #13874+
Open Interest: 559,277   Total Changes: +7,486   Total Traders: 570

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
85,433
+6,708
15.3% 34 73,503
-1,239
13.1% 37 21,010
+867
3.8% 29
Asset Manager/
Institutional
259,904
+7,115
46.5% 158 137,480
-6,323
24.6% 96 55,166
-5,468
9.9% 124
Leveraged
Funds
40,527
-4,801
7.2% 57 107,626
+13,120
19.2% 112 8,588
-1,894
1.5% 45
Other
Reportables
19,061
-469
3.4% 28 78,084
+5,198
14.0% 48 998
-141
0.2% 8
Nonreportable
Positions
68,590
+5,569
12.3%   76,822
+3,365
13.7%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short