COT Report: S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2023-03-28

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.

S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code: #43874A
Open Interest: 198,233   Total Changes: +5,371   Total Traders: 94
AS OF: 2023-03-28

  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%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short