COT Report: S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2022-09-20
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 2022-09-20. 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: 428,204 Total Changes: -92,405 Total Traders: 555
CFTC Code: #13874+
Open Interest: 428,204 Total Changes: -92,405 Total Traders: 555
AS OF: 2022-09-20
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
91,050 -18,697 |
21.3% | 35 | 43,910 +12,638 |
10.3% | 40 | 5,870 -31,519 |
1.4% | 20 |
| Asset Manager/ Institutional |
182,907 -4,623 |
42.7% | 137 | 126,117 +1,283 |
29.5% | 107 | 55,163 -2,117 |
12.9% | 102 |
| Leveraged Funds |
22,616 -882 |
5.3% | 58 | 91,945 -36,623 |
21.5% | 112 | 9,566 -10,912 |
2.2% | 52 |
| Other Reportables |
23,087 -1,299 |
5.4% | 27 | 38,838 -3,792 |
9.1% | 39 | 966 -2,822 |
0.2% | 4 |
| Nonreportable Positions |
36,981 -19,534 |
8.6% | 55,830 -18,540 |
13.0% | |||||
