COT reports: Long positions held by all 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), long positions held by all reporting traders in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 42,421 contracts on 14 September 2021, versus 42,771 on 7 September.
Sample. There are 415 observations overall in the weekly time series shown in the chart above. The time period covered by the series stretches from January 2013 to September 2021.
History. Here's a peek at some statistics computed on the entire sample: positions were equal on average to 68,618 contracts; they reached a maximum of 202,867 on 18 March 2014; they reached a minimum of 4,511 on 2 July 2019.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 43881.0 |
| 2021-09-07 | 42771.0 |
| 2021-09-14 | 42421.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by all 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 |
Series in the same data set
Discover the other time series included in this data set.