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

Futures Only Positions as of 2020-09-15

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.

S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Code-138741
FUTURES ONLY POSITIONS AS OF 2020-09-15
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    

Long vs. Short

Net Positions


Positions: Long



Positions: Short