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

Futures Only Positions as of 2026-07-28

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 2026-07-28. 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: 1,023,158   Total Changes: +24,705   Total Traders: 76
AS OF: 2026-07-28

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
389,745
+4,273
38.1% 17 175,376
+3,275
17.1% 17 253,099
+6,467
24.7% 30
Asset Manager/
Institutional
0
0
0.0% 0 206,851
+3,594
20.2% 8 6,450
0
0.6% N/A
Leveraged
Funds
147,246
+817
14.4% 13 144,374
0
14.1% 12 217,232
+13,449
21.2% 27
Other
Reportables
0
0
0.0% 0 0
0
0.0% 0 0
0
0.0% 0
Nonreportable
Positions
9,386
-301
0.9%   19,776
-2,080
1.9%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short