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 2023-01-24. 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: 404,887 | |||||||
50,095 | 91,893 | 8,842 | 297,126 | 256,573 | 356,063 | 357,308 | 48,824 | 47,579 |
Changes | (Change In Open Interest: -6,407 ) | |||||||
-1,973 | -5,538 | +213 | -6,498 | -819 | -8,258 | -6,144 | +1,851 | -263 |
Percent of Open Interest for Each Category of Traders | ||||||||
12.4% | 22.7% | 2.2% | 73.4% | 63.4% | 87.9% | 88.2% | 12.1% | 11.8% |
Number of Traders in Each Category | (Total Traders: 533) | |||||||
79 | 96 | 48 | 266 | 248 | 373 | 364 |