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 2020-10-20. 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 |
54,780 +4,282 |
27.2% | 11 | 158,070 +3,447 |
78.4% | 19 | 33,335 +660 |
16.5% | 16 |
| Asset Manager/ Institutional |
21,510 -303 |
10.7% | 14 | 0 0 |
0.0% | 0 | 2,486 0 |
1.2% | 0 |
| Leveraged Funds |
79,156 -553 |
39.2% | 28 | 0 0 |
0.0% | 0 | 7,288 +620 |
3.6% | 5 |
| Other Reportables |
2,961 -77 |
1.5% | 7 | 65 0 |
0.0% | 0 | 0 -148 |
0.0% | 0 |
| Nonreportable Positions |
226 +3 |
0.1% | 498 -95 |
0.2% | |||||
