COT Report: ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2023-09-19
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 2023-09-19. 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: 354,623 Total Changes: -21,756 Total Traders: 34
CFTC Code: #13874W
Open Interest: 354,623 Total Changes: -21,756 Total Traders: 34
AS OF: 2023-09-19
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
105,919 -1,275 |
29.9% | 10 | 112,339 -6,085 |
31.7% | 9 | 142,545 -15,284 |
40.2% | 17 |
| Asset Manager/ Institutional |
0 0 |
0.0% | 0 | 38,000 0 |
10.7% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
32,215 -4,540 |
9.1% | 5 | 8,832 0 |
2.5% | 0 | 46,019 +893 |
13.0% | 11 |
| Other Reportables |
24,277 0 |
6.8% | 0 | 0 0 |
0.0% | 0 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
3,648 -1,550 |
1.0% | 6,888 -1,280 |
1.9% | |||||
