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

Futures Only Positions as of 2020-03-31

S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code: #13874+
Open Interest: 754,083   Total Changes: +58,772   Total Traders: 618

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
88,861
+13,969
11.8% 37 100,411
-36,898
13.3% 36 47,318
+19,426
6.3% 25
Asset Manager/
Institutional
305,891
+17,646
40.6% 157 209,603
-10,373
27.8% 113 83,609
-4,006
11.1% 131
Leveraged
Funds
65,520
-4,949
8.7% 68 89,838
+18,609
11.9% 110 23,398
+11,035
3.1% 55
Other
Reportables
24,672
-17,072
3.3% 28 68,074
+24,370
9.0% 69 1,985
+636
0.3% 11
Nonreportable
Positions
112,829
+22,086
15.0%   129,846
+35,974
17.2%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short