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

Futures Only Positions as of 2020-11-17

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 2020-11-17. 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
Code-13874+
FUTURES ONLY POSITIONS AS OF 2020-11-17
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(S&P 500 INDEX X $250.00) Open Interest: 534,823
79,023 66,263 12,495 372,350 389,377 463,869 468,135 70,954 66,688
Changes (Change In Open Interest: +17,758 )
+3,060 +5,814 -1,780 +8,327 +7,277 +9,607 +11,311 +8,151 +6,446
Percent of Open Interest for Each Category of Traders
14.8% 12.4% 2.3% 69.6% 72.8% 86.7% 87.5% 13.3% 12.5%
Number of Traders in Each Category (Total Traders: 542)
88 75 50 271 261 380 366    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short