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

Futures Only Positions as of 2020-09-15

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 2020-09-15. 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 2020-09-15
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(S&P 500 INDEX X $250.00) Open Interest: 620,388
79,455 73,380 23,860 436,485 442,161 539,800 539,400 80,588 80,987
Changes (Change In Open Interest: +42,717 )
-3,430 -1,370 +2,557 +32,128 +42,012 +31,254 +43,199 +11,462 -482
Percent of Open Interest for Each Category of Traders
12.8% 11.8% 3.8% 70.4% 71.3% 87.0% 86.9% 13.0% 13.1%
Number of Traders in Each Category (Total Traders: 559)
86 86 64 284 281 407 396    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short