COT Report: ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2022-11-29
Below is the Commitments of Traders (COT) report for ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (futures only) with COT charts. This COT report for ADJUSTED INT RATE S&P 500 TOTL is as of 2022-11-29. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code: #13874W
Open Interest: 280,112 Total Changes: +400 Total Traders: 21
CFTC Code: #13874W
Open Interest: 280,112 Total Changes: +400 Total Traders: 21
AS OF: 2022-11-29
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
107,482 +1,250 |
38.4% | 9 | 81,350 0 |
29.0% | 4 | 112,363 +1,500 |
40.1% | 11 |
| Asset Manager/ Institutional |
0 0 |
0.0% | 0 | 32,000 0 |
11.4% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
7,336 -500 |
2.6% | 0 | 2,343 0 |
0.8% | 0 | 47,097 -600 |
16.8% | 6 |
| Other Reportables |
0 0 |
0.0% | 0 | 0 0 |
0.0% | 0 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
5,834 -1,250 |
2.1% | 4,959 -500 |
1.8% | |||||
