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.
| 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% | |||||
