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 2023-09-19. 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 |
12,082 -152 |
5.4% | 8 | 150,293 -2,385 |
67.5% | 28 | 34,004 -1,309 |
15.3% | 16 |
Asset Manager/ Institutional |
42,796 -27 |
19.2% | 16 | 0 0 |
0.0% | 0 | 2,048 0 |
0.9% | 0 |
Leveraged Funds |
100,357 -1,895 |
45.1% | 35 | 5,736 +492 |
2.6% | 6 | 24,958 +240 |
11.2% | 13 |
Other Reportables |
5,853 +60 |
2.6% | 8 | 5,469 0 |
2.5% | 0 | 140 0 |
0.1% | 0 |
Nonreportable Positions |
464 +121 |
0.2% | 54 0 |
0.0% |