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

Futures Only Positions as of 2021-01-12

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 2021-01-12. 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: 531,665   Total Changes: +8,542   Total Traders: 534
AS OF: 2021-01-12

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
58,761
+1,968
11.1% 32 145,444
+10,027
27.4% 40 8,118
+1,138
1.5% 16
Asset Manager/
Institutional
262,560
-1,906
49.4% 166 100,075
-7,067
18.8% 81 57,195
+2,513
10.8% 112
Leveraged
Funds
51,701
+3,829
9.7% 67 88,097
+1,857
16.6% 88 8,527
-763
1.6% 48
Other
Reportables
21,769
+408
4.1% 33 68,474
-5,546
12.9% 27 635
-340
0.1% 6
Nonreportable
Positions
62,397
+1,696
11.7%   55,099
+6,723
10.4%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short