Below is the Commitments of Traders (COT) report for S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (COT legacy report, futures only) with COT charts. This COT report for S&P 500 STOCK INDEX 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: 38,758 | |||||||
| 6,798 | 5,021 | 115 | 8,520 | 29,082 | 15,433 | 34,218 | 23,325 | 4,540 |
| Changes | (Change In Open Interest: +2,367 ) | |||||||
| -2,937 | -239 | +115 | +249 | +3,554 | -2,573 | +3,430 | +4,940 | -1,063 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 17.5% | 13.0% | 0.3% | 22.0% | 75.0% | 39.8% | 88.3% | 60.2% | 11.7% |
| Number of Traders in Each Category | (Total Traders: 21) | |||||||
| 4 | 4 | 2 | 8 | 6 | 12 | 12 | ||
