COT reports: Compensated (spread) positions held by leveraged money 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 leveraged money managers in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 300 contracts on 14 September 2021, compared to 200 on 7 September 2021.
Sample. This weekly series has 415 records. The series covers the time period stretching from January 2013 to September 2021.
History. Here are some simple statistics we calculated on the entire sample: positions were equal on average to 610 contracts; they reached their lowest level of 0 on 31 December 2019; they attained a maximum of 3,973 on 17 June 2014.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 300.0 |
| 2021-09-07 | 200.0 |
| 2021-09-14 | 300.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) positions held by leveraged money 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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