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

Futures Only Positions as of 2022-09-20

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 2022-09-20. 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: 428,204   Total Changes: -92,405   Total Traders: 555
AS OF: 2022-09-20

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
91,050
-18,697
21.3% 35 43,910
+12,638
10.3% 40 5,870
-31,519
1.4% 20
Asset Manager/
Institutional
182,907
-4,623
42.7% 137 126,117
+1,283
29.5% 107 55,163
-2,117
12.9% 102
Leveraged
Funds
22,616
-882
5.3% 58 91,945
-36,623
21.5% 112 9,566
-10,912
2.2% 52
Other
Reportables
23,087
-1,299
5.4% 27 38,838
-3,792
9.1% 39 966
-2,822
0.2% 4
Nonreportable
Positions
36,981
-19,534
8.6%   55,830
-18,540
13.0%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short