COT Report: ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2024-09-24
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 2024-09-24. 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: 527,573 Total Changes: -79,229 Total Traders: 47
CFTC Code: #13874W
Open Interest: 527,573 Total Changes: -79,229 Total Traders: 47
AS OF: 2024-09-24
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
207,075 +28,552 |
39.3% | 10 | 199,418 +37,206 |
37.8% | 14 | 132,343 -65,074 |
25.1% | 17 |
| Asset Manager/ Institutional |
1,634 0 |
0.3% | 0 | 38,000 0 |
7.2% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
77,164 +14,040 |
14.6% | 9 | 56,547 +4,363 |
10.7% | 5 | 93,016 -57,882 |
17.6% | 15 |
| Other Reportables |
11,061 +599 |
2.1% | 0 | 634 +634 |
0.1% | 0 | 1,250 -634 |
0.2% | 0 |
| Nonreportable Positions |
4,030 +1,170 |
0.8% | 6,365 +2,158 |
1.2% | |||||
