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

Futures Only Positions as of 2021-05-11

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 2021-05-11. 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: 2021-05-11
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(S&P 500 INDEX X $250.00) Open Interest: 568,597
67,445 62,886 37,659 400,231 413,505 505,336 514,051 63,261 54,546
Changes (Change In Open Interest: -9,973 )
-236 -4,602 -3,972 -8,355 -778 -12,563 -9,353 +2,590 -621
Percent of Open Interest for Each Category of Traders
11.9% 11.1% 6.6% 70.4% 72.7% 88.9% 90.4% 11.1% 9.6%
Number of Traders in Each Category (Total Traders: 540)
96 74 47 271 245 390 343    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short