COT reports: Short positions held by other 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 other reporting traders in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 0 contracts on 14 September 2021, versus 1,100 on 7 September.
Sample. There are 415 data points in the weekly time series displayed in the graph above. The series covers the time span going from January 2013 to September 2021.
History. Here are a few simple statistics we computed on the full sample: positions peaked at 13,552 contracts on 20 January 2015; they reached their lowest level of 0 on 31 December 2019; they averaged 3,499.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 800.0 |
| 2021-09-07 | 1100.0 |
| 2021-09-14 | 0.0 |
Hint. For easier exploration, we organize series into data sets and worksheets. If you look below, you will find how we structured further material linked to the statistics provided here.
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Series Metadata
| Field | Value |
|---|---|
| Description | Short positions held by other 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.