Below is the Commitments of Traders (COT) report for S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (COT legacy report, futures only) with COT charts. This COT report for S&P 500 Consolidated is as of 2020-11-17. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (S&P 500 INDEX X $250.00) | Open Interest: 534,823 | |||||||
| 79,023 | 66,263 | 12,495 | 372,350 | 389,377 | 463,869 | 468,135 | 70,954 | 66,688 |
| Changes | (Change In Open Interest: +17,758 ) | |||||||
| +3,060 | +5,814 | -1,780 | +8,327 | +7,277 | +9,607 | +11,311 | +8,151 | +6,446 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 14.8% | 12.4% | 2.3% | 69.6% | 72.8% | 86.7% | 87.5% | 13.3% | 12.5% |
| Number of Traders in Each Category | (Total Traders: 542) | |||||||
| 88 | 75 | 50 | 271 | 261 | 380 | 366 | ||
