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+
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 | ||
