COT reports: Net long positions held by dealers 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 dealers in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 13,575 contracts on 14 September 2021, versus 15,331 on 7 September.
Sample. The weekly series presented in the chart has 415 observations. The time period covered by the series is from January 2013 to September 2021.
History. Here's a peek at some statistics calculated on the whole sample: positions registered a minimum of -69,913 contracts on 24 September 2013; they recorded their maximum of 71,272 on 2 June 2020; they had a mean value of -5,919.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 15776.0 |
| 2021-09-07 | 15331.0 |
| 2021-09-14 | 13575.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by dealers 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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