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.
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% |