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

Futures Only Positions as of 2024-02-20

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 2024-02-20. 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+
AS OF: 2024-02-20
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(S&P 500 INDEX X $50.00) Open Interest: 2,341,883
272,294 487,983 76,930 1,724,786 1,581,587 2,074,009 2,146,500 267,874 195,384
Changes (Change In Open Interest: -13,763 )
-20,516 -18,038 +14,761 -15,732 -5,997 -21,487 -9,275 +7,724 -4,488
Percent of Open Interest for Each Category of Traders
11.6% 20.8% 3.3% 73.6% 67.5% 88.6% 91.7% 11.4% 8.3%
Number of Traders in Each Category (Total Traders: 513)
84 91 52 254 221 369 334    

Long vs. Short

Net Positions


Positions: Long



Positions: Short