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

Futures Only Positions as of 2026-09-29

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 2026-09-29. 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: 1,007,843   Total Changes: +29,390   Total Traders: 74
AS OF: 2026-09-29

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
369,699
+3,921
36.7% 15 217,917
-2,046
21.6% 19 290,423
+15,117
28.8% 29
Asset Manager/
Institutional
0
0
0.0% 0 202,667
+4,548
20.1% 7 7,300
+850
0.7% N/A
Leveraged
Funds
164,018
+32
16.3% 12 106,685
+1,093
10.6% 11 165,832
+8,903
16.5% 26
Other
Reportables
0
0
0.0% 0 0
0
0.0% 0 0
0
0.0% 0
Nonreportable
Positions
10,571
+567
1.0%   17,019
+925
1.7%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short