S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE

Traders in Financial Futures · Futures and options combined · CFTC market code 13874N

Positions as of , the latest positions available on this page.

Latest positioning by trader group

Total open interest 139,760 contracts across all traders. +13,822 on the week

Contracts held, with the change since the previous weekly report.
Trader groupLongShortNetSpreading
Dealer/intermediary
92,357
+500
99,464
0
-7,107
+500
39,796
+13,822
Asset manager/institutional
0
0
0
0
0
0
0
0
Leveraged funds
7,607
0
0
0
7,607
0
0
0
Other reportable
0
0
0
0
0
0
0
0
Total reportable
139,760
+14,322
139,260
+13,822
not reportednot reported
Nonreportable
0
-500
500
0
-500
-500
not reported
Series inventory — every underlying series behind this page
Trader groupMeasureObservationsSeries key
All traders/open interestOpen interest19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.all.all.position_open_interest
Dealer/intermediaryLong19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.dealer_intermediary.long.position_long
Dealer/intermediaryShort19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.dealer_intermediary.short.position_short
Dealer/intermediaryNet19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.dealer_intermediary.net.position_net
Dealer/intermediarySpreading19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.dealer_intermediary.spreading.position_spreading
Asset manager/institutionalLong19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.asset_manager.long.position_long
Asset manager/institutionalShort19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.asset_manager.short.position_short
Asset manager/institutionalNet19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.asset_manager.net.position_net
Asset manager/institutionalSpreading19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.asset_manager.spreading.position_spreading
Leveraged fundsLong19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.leveraged_funds.long.position_long
Leveraged fundsShort19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.leveraged_funds.short.position_short
Leveraged fundsNet19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.leveraged_funds.net.position_net
Leveraged fundsSpreading19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.leveraged_funds.spreading.position_spreading
Other reportableLong19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.other_reportable.long.position_long
Other reportableShort19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.other_reportable.short.position_short
Other reportableNet19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.other_reportable.net.position_net
Other reportableSpreading19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.other_reportable.spreading.position_spreading
Total reportableLong19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.total_reportable.long.position_long
Total reportableShort19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.total_reportable.short.position_short
NonreportableLong19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.nonreportable.long.position_long
NonreportableShort19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.nonreportable.short.position_short
NonreportableNet19CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.13874N.138.CME.nonreportable.net.position_net

Net position since 2018

S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE — net position by trader group, weekly S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE — net position by trader group, weekly. 5 series covering 19 weekly observations, 9 October 2018 to 16 March 2021. Values range from -21,824 to 23,824 contracts. -40,000-20,000020,00040,0002018201920202021 Asset manager/institutionalDealer/intermediaryLeveraged fundsNonreportableOther reportable
  • Asset manager/institutional
  • Dealer/intermediary
  • Leveraged funds
  • Nonreportable
  • Other reportable
Net contracts (long minus short) for each reporting trader group, every week from 2018-10-09 to 2021-03-16. Above the zero line is net long.

Open interest

S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE — total open interest, weekly S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE — total open interest, weekly. 1 series covering 19 weekly observations, 9 October 2018 to 16 March 2021. Values range from 125,938 to 271,022 contracts. 100,000150,000200,000250,000300,0002018201920202021 Open interest
Total open interest across all traders, futures and options combined.

Categories this market does not report

These trader groups carry no figure for this contract. They are listed rather than shown as zero, because zero would be a number CFTC never published.

Coverage and provenance

Source
U.S. Commodity Futures Trading Commission
Licence
Open — Published by a U.S. federal agency and redistributable in full. Figures on this page are reproduced as CFTC published them.
Coverage
2018-10-09 to 2021-03-16, weekly, 19 observations per series
Series
22 series, 418 observations in total
Dataflow
CFTC:COT_FINANCIAL_COMBINED
Also published as
Futures only
Original file
https://www.cftc.gov/files/dea/history/com_fin_txt_2021.zip

Every figure on this page is reproduced as the CFTC published it. Scrolld adds no estimate, adjustment or fill.

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