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.
| 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% | |||||
