COT reports: Short 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), short positions held by asset managers in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 0 contracts on 14 September 2021, unchanged with respect to 7 September.
Sample. In this weekly series, there are a total of 415 observations. The series covers the time span going from January 2013 to September 2021.
History. Here’s a quick look at some descriptive statistics we computed on the full sample: positions were equal on average to 15,969 contracts; they reached a maximum of 36,513 on 4 June 2013; they reached a minimum of 0 on 17 December 2019.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 0.0 |
| 2021-09-07 | 0.0 |
| 2021-09-14 | 0.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short 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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