COT Report: S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE
Futures Only Positions as of 2021-05-11
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 2021-05-11. 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: 2021-05-11
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (S&P 500 INDEX X $250.00) | Open Interest: 568,597 | |||||||
| 67,445 | 62,886 | 37,659 | 400,231 | 413,505 | 505,336 | 514,051 | 63,261 | 54,546 |
| Changes | (Change In Open Interest: -9,973 ) | |||||||
| -236 | -4,602 | -3,972 | -8,355 | -778 | -12,563 | -9,353 | +2,590 | -621 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 11.9% | 11.1% | 6.6% | 70.4% | 72.7% | 88.9% | 90.4% | 11.1% | 9.6% |
| Number of Traders in Each Category | (Total Traders: 540) | |||||||
| 96 | 74 | 47 | 271 | 245 | 390 | 343 | ||
