COT Report: ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2026-10-06
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 2026-10-06. 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: 1,015,668 Total Changes: +7,825 Total Traders: 73
CFTC Code: #13874W
Open Interest: 1,015,668 Total Changes: +7,825 Total Traders: 73
AS OF: 2026-10-06
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
381,858 +12,159 |
37.6% | 16 | 213,743 -4,174 |
21.0% | 18 | 297,275 +6,852 |
29.3% | 29 |
| Asset Manager/ Institutional |
0 0 |
0.0% | 0 | 204,738 +2,071 |
20.2% | 7 | 9,355 +2,055 |
0.9% | N/A |
| Leveraged Funds |
151,060 -12,958 |
14.9% | 12 | 106,685 0 |
10.5% | 11 | 162,519 -3,313 |
16.0% | 26 |
| Other Reportables |
0 0 |
0.0% | 0 | 0 0 |
0.0% | 0 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
13,601 +3,030 |
1.3% | 21,353 +4,334 |
2.1% | |||||
