COT reports: Compensated (spread) positions held by asset managers in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly
This series is part of the dataset: S&P 500 index futures COT reports (CFTC)
Download Full Dataset (.xlsx)Latest updates. According to the Commitments of Traders (COT) reports published by the Commodity Futures Trading Commission (CFTC), compensated (spread) positions held by asset managers in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" stood at 0 contracts on 14 September 2021, the same value recorded on 7 September.
Sample. There are 415 data points in the weekly series shown in the plot above. The series covers the time period going from January 2013 to September 2021.
History. Have a look at a few descriptive statistics we calculated on the entire sample: positions had a mean value of 1,718 contracts; they reached their maximum of 17,570 on 15 September 2015; they registered a minimum of 0 on 31 December 2019.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 0.0 |
| 2021-09-07 | 0.0 |
| 2021-09-14 | 0.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) positions held by asset managers in S&P 500 index futures |
| Country | United States |
| Economic concept | Stock |
| Data type | Quantity |
| Seasonally adjusted | No |
| Deflation method | Not applicable |
| Rescaling | None |
| Measure type | Level |
| Frequency | Weekly |
| Unit | Number of contracts |
| Source | Commodity Futures Trading Commission (CFTC) |
| Source type | Government agency |
| Data licence | Public domain information |
| Other information | Specific future: "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
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