COT Report: S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2021-10-12

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 2021-10-12. 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 Consolidated - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS
Code-13874+
AS OF: 2021-10-12
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(S&P 500 INDEX X $250.00) Open Interest: 480,633
75,980 56,224 11,352 340,808 367,441 428,140 435,017 52,492 45,615
Changes (Change In Open Interest: -6,838 )
+2,034 -3,166 -523 -8,158 -905 -6,647 -4,594 -191 -2,244
Percent of Open Interest for Each Category of Traders
15.8% 11.7% 2.4% 70.9% 76.4% 89.1% 90.5% 10.9% 9.5%
Number of Traders in Each Category (Total Traders: 530)
96 69 48 265 239 381 336    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short