COT Report: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2020-11-17

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 2020-11-17. 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Code-138741
FUTURES ONLY POSITIONS AS OF 2020-11-17
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(S&P 500 INDEX X $250.00) Open Interest: 27,853
5,619 626 1,000 4,846 20,419 11,465 22,045 16,388 5,808
Changes (Change In Open Interest: +2,936 )
-2,720 +250 +100 -280 +1,500 -2,900 +1,850 +5,836 +1,086
Percent of Open Interest for Each Category of Traders
20.2% 2.2% 3.6% 17.4% 73.3% 41.2% 79.1% 58.8% 20.9%
Number of Traders in Each Category (Total Traders: 21)
8 2 1 4 7 12 10    

Long vs. Short

Net Positions


Positions: Long



Positions: Short