# S&P 500 TOTAL RETURN INDEX — Commitments of Traders

Latest report: 2021-03-16
Market: S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE
Commodity group: FINANCIAL INSTRUMENTS

## Latest positions (2021-03-16)

- Open interest: 139,760 contracts
- Speculator long: 0 (0.0% of OI)
- Speculator short: 3,000 (2.1% of OI)
- Speculator NET: -3,000
- Commercial long: 139,760 (100.0% of OI)
- Commercial short: 136,260 (97.5% of OI)
- Commercial NET: +3,500
- Total traders: 20

## Week-over-week change

- Change in open interest: +13,822
- Change in speculator long: 0
- Change in speculator short: 0
- Change in commercial long: +14,322
- Change in commercial short: +13,822

## 52-week history (most recent first)

| Week | Open Interest | Spec Long | Spec Short | Comm Long | Comm Short |
|------|--------------:|----------:|-----------:|----------:|-----------:|
| 2021-03-16 | 139,760 | 0 | 3,000 | 139,760 | 136,260 |
| 2021-03-09 | 125,938 | 0 | 3,000 | 125,438 | 122,438 |
| 2021-03-02 | 125,938 | 0 | 3,000 | 125,438 | 122,438 |
| 2021-02-23 | 125,938 | 0 | 3,000 | 125,438 | 122,438 |
| 2020-12-15 | 198,778 | 0 | 3,600 | 195,278 | 191,628 |
| 2020-09-08 | 232,370 | 3,000 | 0 | 225,170 | 226,170 |
| 2020-09-01 | 231,370 | 3,000 | 0 | 224,170 | 225,170 |
| 2020-08-25 | 231,370 | 3,000 | 0 | 224,170 | 225,170 |
| 2020-08-18 | 231,370 | 3,000 | 0 | 224,170 | 225,170 |
| 2020-08-11 | 231,370 | 3,000 | 0 | 224,170 | 225,170 |
| 2020-08-04 | 231,370 | 3,000 | 0 | 224,170 | 225,170 |
| 2020-06-16 | 244,091 | 3,000 | 0 | 238,091 | 239,091 |

## Source

- CFTC Public Reports: https://publicreporting.cftc.gov/Public-Reports/Commitments-of-Traders-Public-Reporting-API/jun7-fc8e
