COT reports: Long 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), long positions held by leveraged money managers in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 22,721 contracts on 14 September 2021, compared to 22,541 on 7 September 2021.
Sample. In the weekly series displayed in the chart, there are a total of 415 records. The series covers the time span going from January 2013 to September 2021.
History. Here's a glimpse of some simple statistics we computed on the full sample: positions recorded a minimum of 67 contracts on 8 October 2019; they recorded their highest level of 39,064 on 17 March 2020; they had a mean value of 9,878.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 23841.0 |
| 2021-09-07 | 22541.0 |
| 2021-09-14 | 22721.0 |
Suggestion. To simplify complex analyses, we group time series into worksheets and datasets. When you navigate further down, you will find how we structured further information linked to the statistics published here.
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Series Metadata
| Field | Value |
|---|---|
| Description | Long 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 |
Series in the same data set
Discover the other time series included in this data set.