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 2023-05-23. 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 |
490,913 +47,890 |
20.3% | 35 | 433,651 +75,474 |
17.9% | 37 | 64,704 -5,536 |
2.7% | 23 |
Asset Manager/ Institutional |
1,052,016 +6,386 |
43.5% | 161 | 422,846 -8,368 |
17.5% | 85 | 221,638 -10,276 |
9.2% | 115 |
Leveraged Funds |
158,512 +35,985 |
6.5% | 59 | 663,114 +51,804 |
27.4% | 111 | 82,284 -2,236 |
3.4% | 67 |
Other Reportables |
89,303 +2,873 |
3.7% | 24 | 238,138 -17,368 |
9.8% | 33 | 7,195 +285 |
0.3% | 14 |
Nonreportable Positions |
254,242 +5,602 |
10.5% | 287,238 -2,805 |
11.9% |