COT reports: Short positions held by leveraged money 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 leveraged money managers in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 14,632 contracts on 14 September 2021, compared to 18,751 on 7 September.
Sample. In this weekly time series, there are 415 records in total. The time span covered by the series is from January 2013 to September 2021.
History. Here’s a quick look at some simple statistics we computed on the entire sample: positions had an average value of 10,953 contracts; they hit a maximum of 38,118 on 17 December 2013; they reached their lowest level of 303 on 19 June 2018.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 16701.0 |
| 2021-09-07 | 18751.0 |
| 2021-09-14 | 14632.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short positions held by leveraged money 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 |
Series in the same data set
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