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 2021-02-16. 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: 552,371 | |||||||
68,357 | 81,513 | 17,892 | 404,516 | 398,322 | 490,764 | 497,726 | 61,607 | 54,645 |
Changes | (Change In Open Interest: +5,114 ) | |||||||
+76 | +1,599 | +1,890 | +1,513 | +2,107 | +3,479 | +5,596 | +1,635 | -482 |
Percent of Open Interest for Each Category of Traders | ||||||||
12.4% | 14.8% | 3.2% | 73.2% | 72.1% | 88.8% | 90.1% | 11.2% | 9.9% |
Number of Traders in Each Category | (Total Traders: 540) | |||||||
88 | 78 | 51 | 268 | 247 | 378 | 354 |