COT reports: Short 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), short positions held by non-reporting traders in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 25,915 contracts on 14 September 2021, versus 21,891 on 7 September.
Sample. The weekly time series shown in the plot has a total of 415 records. The time span covered by the series extends from January 2013 to September 2021.
History. Here's a snapshot of a few simple statistics calculated on the entire sample: positions reached their lowest level of 3,130 contracts on 15 December 2020; they reached a maximum of 124,674 on 8 September 2015; they had a mean value of 33,797.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 25313.0 |
| 2021-09-07 | 21891.0 |
| 2021-09-14 | 25915.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short 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
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