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

Futures Only Positions as of 2021-11-16

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 2021-11-16. 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: 490,979   Total Changes: +3,418   Total Traders: 536
AS OF: 2021-11-16

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
37,196
+672
7.6% 32 133,877
+3,226
27.3% 36 23,265
+2,900
4.7% 28
Asset Manager/
Institutional
230,048
+1,832
46.9% 163 75,121
-2,582
15.3% 76 61,306
+207
12.5% 106
Leveraged
Funds
49,759
-3,586
10.1% 78 58,411
-2,329
11.9% 87 9,777
+954
2.0% 65
Other
Reportables
24,626
+537
5.0% 32 82,053
+1,102
16.7% 32 367
-144
0.1% 10
Nonreportable
Positions
54,634
+47
11.1%   46,800
+84
9.5%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short