COT reports: Long 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), long positions held by asset managers in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 1,000 contracts on 14 September 2021, as on 7 September.
Sample. In this weekly time series, there are 415 data points overall. The series covers the time span extending from January 2013 to September 2021.
History. Here's a peek at some summary statistics computed on the whole sample: positions had an average value of 26,732 contracts; they recorded a bottom of 0 on 15 June 2021; they reached a maximum of 77,692 on 8 January 2013.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 1000.0 |
| 2021-09-07 | 1000.0 |
| 2021-09-14 | 1000.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long 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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