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

Futures Only Positions as of 2020-05-19

S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code: #13874+
Open Interest: 748,020   Total Changes: -5,226   Total Traders: 617

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
112,114
+7,359
15.0% 41 71,011
-1,794
9.5% 30 63,831
+726
8.5% 31
Asset Manager/
Institutional
274,939
-7,931
36.8% 155 178,783
+171
23.9% 123 62,680
-2,769
8.4% 130
Leveraged
Funds
45,888
-3,500
6.1% 59 108,373
+3,652
14.5% 119 35,283
+2,283
4.7% 59
Other
Reportables
17,813
-906
2.4% 29 71,784
-2,170
9.6% 61 2,026
-186
0.3% 13
Nonreportable
Positions
133,447
-302
17.8%   154,251
-5,139
20.6%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short