COT reports: Compensated (spread) positions held by other reporting traders 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 other reporting traders 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 as on 7 September.
Sample. In this weekly time series, there are 415 records. The span of time covered by the series stretches from January 2013 to September 2021.
History. Here's a snapshot of a few descriptive statistics calculated on the whole sample: positions had a mean value of 447 contracts; they reached their maximum of 5,408 on 8 January 2013; they hit a trough 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 other reporting traders 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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