COT reports: Net 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), net 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, the same value recorded on 7 September.
Sample. In this weekly time series, there are a total of 415 data points. The series covers the period stretching from January 2013 to September 2021.
History. Here’s a quick look at some statistics calculated on the full sample: positions hit a peak of 52,193 contracts on 16 September 2014; they recorded a bottom of -16,474 on 6 November 2018; they had a mean value of 10,764.
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 | Net 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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