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.
| 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 | ||
