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 2023-05-23. 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: 2,420,808 | |||||||
189,899 | 578,429 | 94,482 | 1,882,185 | 1,460,658 | 2,166,566 | 2,133,570 | 254,242 | 287,238 |
Changes | (Change In Open Interest: +80,972 ) | |||||||
-5,882 | +8,004 | -2,128 | +83,380 | +77,901 | +75,370 | +83,777 | +5,602 | -2,805 |
Percent of Open Interest for Each Category of Traders | ||||||||
7.8% | 23.9% | 3.9% | 77.8% | 60.3% | 89.5% | 88.1% | 10.5% | 11.9% |
Number of Traders in Each Category | (Total Traders: 548) | |||||||
72 | 115 | 59 | 262 | 257 | 372 | 395 |