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.
| 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 | ||
