COT reports: Net 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), net 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 -22,764 contracts on 14 September 2021, versus -19,021 on 7 September.
Sample. In this weekly time series, there are 415 data points in total. The time span covered by the series goes from January 2013 to September 2021.
History. Here's a glimpse of a few statistics computed on the entire sample: positions reached a minimum of -94,743 contracts on 8 September 2015; they recorded their highest level of 35,922 on 22 January 2013; they had an average value of -4,919.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | -23116.0 |
| 2021-09-07 | -19021.0 |
| 2021-09-14 | -22764.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net 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
Discover the other time series included in this data set.