COT Report: ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2024-04-16
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 2024-04-16. 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: 417,342 Total Changes: +16,384 Total Traders: 38
CFTC Code: #13874W
Open Interest: 417,342 Total Changes: +16,384 Total Traders: 38
AS OF: 2024-04-16
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
163,164 +5,547 |
39.1% | 11 | 116,770 -5,639 |
28.0% | 10 | 138,236 +9,418 |
33.1% | 17 |
| Asset Manager/ Institutional |
1,634 0 |
0.4% | 0 | 38,000 0 |
9.1% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
9,760 -7,479 |
2.3% | 4 | 44,339 +5,357 |
10.6% | 5 | 74,891 +7,548 |
17.9% | 10 |
| Other Reportables |
25,277 0 |
6.1% | 0 | 0 0 |
0.0% | 0 | 250 0 |
0.1% | 0 |
| Nonreportable Positions |
4,130 +1,350 |
1.0% | 4,856 -300 |
1.2% | |||||
