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 2026-07-28. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (S&P 500 INDEX X $50.00) | Open Interest: 2,007,178 | |||||||
| 252,526 | 271,611 | 52,675 | 1,436,790 | 1,526,271 | 1,741,991 | 1,850,556 | 265,187 | 156,622 |
| Changes | (Change In Open Interest: +48,829 ) | |||||||
| +1,277 | -637 | +11,942 | +41,653 | +31,621 | +54,872 | +42,926 | -6,043 | +5,903 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 12.6% | 13.5% | 2.6% | 71.6% | 76.0% | 86.8% | 92.2% | 13.2% | 7.8% |
| Number of Traders in Each Category | (Total Traders: 438) | |||||||
| 64 | 66 | 46 | 253 | 175 | 344 | 262 | ||