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

Futures Only Positions as of 2017-09-19

S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code: #13874+
Open Interest: 661,762   Total Changes: -149,051   Total Traders: 613

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
37,175
-11,104
5.6% 31 136,895
-16,441
20.7% 49 14,590
-63,873
2.2% 22
Asset Manager/
Institutional
363,842
+22,414
55.0% 139 165,552
+1,111
25.0% 94 61,258
-30,168
9.3% 93
Leveraged
Funds
70,295
-22,637
10.6% 81 130,332
+7,705
19.7% 137 19,598
-31,517
3.0% 73
Other
Reportables
21,768
+631
3.3% 38 51,695
-1,282
7.8% 44 2,443
-2,256
0.4% 9
Nonreportable
Positions
70,793
-10,540
10.7%   79,400
-12,330
12.0%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short