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

Futures Only Positions as of 2020-10-13

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 2020-10-13. 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: 509,854   Total Changes: +2,669   Total Traders: 550

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
58,976
-3,547
11.6% 32 92,507
-1,672
18.1% 35 12,212
+5,592
2.4% 19
Asset Manager/
Institutional
248,018
+4,223
48.6% 162 114,811
-11,549
22.5% 87 55,404
+46
10.9% 121
Leveraged
Funds
36,754
-3,163
7.2% 60 82,869
+9,717
16.3% 103 13,448
-629
2.6% 51
Other
Reportables
21,170
-2,027
4.2% 29 72,723
+1,358
14.3% 42 1,186
+81
0.2% 9
Nonreportable
Positions
62,687
+2,094
12.3%   64,694
-273
12.7%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short