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

Futures Only Positions as of 2023-09-19

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 2023-09-19. 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: 354,623   Total Changes: -21,756   Total Traders: 34
AS OF: 2023-09-19

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
105,919
-1,275
29.9% 10 112,339
-6,085
31.7% 9 142,545
-15,284
40.2% 17
Asset Manager/
Institutional
0
0
0.0% 0 38,000
0
10.7% 0 0
0
0.0% 0
Leveraged
Funds
32,215
-4,540
9.1% 5 8,832
0
2.5% 0 46,019
+893
13.0% 11
Other
Reportables
24,277
0
6.8% 0 0
0
0.0% 0 0
0
0.0% 0
Nonreportable
Positions
3,648
-1,550
1.0%   6,888
-1,280
1.9%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short