Below is the Commitments of Traders (COT) report for S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (futures only) with COT charts. This COT report for S&P 500 ANNUAL DIVIDEND INDEX is as of 2023-03-28. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
Long | Short | Spread | |||||||
---|---|---|---|---|---|---|---|---|---|
Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
Dealer Intermediary |
32,833 +1,115 |
16.6% | 10 | 129,761 +2,607 |
65.5% | 22 | 34,694 +652 |
17.5% | 16 |
Asset Manager/ Institutional |
34,001 +2,121 |
17.2% | 17 | 0 0 |
0.0% | 0 | 2,420 +7 |
1.2% | 4 |
Leveraged Funds |
75,674 -842 |
38.2% | 28 | 12,104 +520 |
6.1% | 7 | 12,842 +2,083 |
6.5% | 8 |
Other Reportables |
4,740 +216 |
2.4% | 6 | 5,642 +1 |
2.8% | 4 | 665 0 |
0.3% | 0 |
Nonreportable Positions |
364 +19 |
0.2% | 105 -499 |
0.1% |