COT Report: ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2024-06-11

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 2024-06-11. 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: 537,076   Total Changes: +15,101   Total Traders: 44
AS OF: 2024-06-11

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
194,238
-4,045
36.2% 11 130,790
-2,375
24.4% 12 184,590
+12,096
34.4% 18
Asset Manager/
Institutional
1,634
0
0.3% 0 39,767
0
7.4% 0 0
0
0.0% 0
Leveraged
Funds
17,590
-500
3.3% 5 65,642
-1,400
12.2% 8 110,557
+7,550
20.6% 14
Other
Reportables
25,277
0
4.7% 0 0
0
0.0% 0 250
0
0.0% 0
Nonreportable
Positions
2,940
0
0.5%   5,480
-770
1.0%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short