COT reports: Long positions held by non-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 non-reporting traders in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 3,151 contracts on 14 September 2021, compared to 2,870 on 7 September.
Sample. There are 415 data points in the weekly time series presented in the chart above. The time span covered by the series goes from January 2013 to September 2021.
History. Here's a glimpse of a few descriptive statistics calculated on the full sample: positions hit a maximum of 67,976 contracts on 22 January 2013; they hit a minimum of 1,439 on 13 April 2021; they had an average value of 28,877.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 2197.0 |
| 2021-09-07 | 2870.0 |
| 2021-09-14 | 3151.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by non-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
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