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 2022-06-21. 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 |
14,901 +1,499 |
6.7% | 7 | 171,729 +1,908 |
76.8% | 24 | 22,448 +448 |
10.0% | 17 |
Asset Manager/ Institutional |
23,580 +190 |
10.5% | 13 | 0 0 |
0.0% | 0 | 3,758 -20 |
1.7% | 0 |
Leveraged Funds |
140,455 +621 |
62.8% | 29 | 3,217 +310 |
1.4% | 5 | 15,430 -1,441 |
6.9% | 10 |
Other Reportables |
2,451 +48 |
1.1% | 13 | 6,683 +141 |
3.0% | 0 | 140 0 |
0.1% | 0 |
Nonreportable Positions |
382 0 |
0.2% | 140 -1 |
0.1% |