COT reports: Short 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), short positions held by dealers in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 4,725 contracts on 14 September 2021, compared to 3,625 on 7 September.
Sample. There are 415 records overall in the weekly series shown in the figure above. The period covered by the series extends from January 2013 to September 2021.
History. Check out a few summary statistics calculated on the whole sample: positions recorded their maximum of 97,356 contracts on 29 January 2013; they hit a minimum of 1,600 on 22 May 2018; they had an average value of 28,112.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 2890.0 |
| 2021-09-07 | 3625.0 |
| 2021-09-14 | 4725.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short 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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