COT reports: Compensated (spread) positions held by dealers 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 dealers in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 0 contracts on 14 September 2021, compared to 74 on 7 September 2021.
Sample. There are 415 records in the weekly time series shown in the chart above. The series covers the time period going from January 2013 to September 2021.
History. Here are a few simple statistics we computed on the whole sample: positions were equal on average to 2,390 contracts; they hit a minimum of 0 on 10 December 2019; they recorded their highest level of 35,909 on 17 September 2013.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 74.0 |
| 2021-09-07 | 74.0 |
| 2021-09-14 | 0.0 |
Suggestion. We categorize time series into worksheets and datasets to make your life easier. Scrolling downwards, you will discover how we structured further material related to the statistics provided here.
Not for investment purposes. Data and any other information shared on FetchSeries are not supposed to be used for investment purposes or as a basis for financial-decision making. Users should ask for expert advice and do independent analysis before taking any financial risk.
Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) positions held by dealers 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 |
Series in the same data set
Discover the other time series included in this data set.