COT reports: Compensated (spread) positions held by asset managers in Nasdaq-100 index futures: NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly
This series is part of the dataset: Nasdaq-100 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), compensated (spread) positions held by asset managers in Nasdaq-100 index futures of the kind "NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE" were 4,654 contracts on 29 September 2026, compared to 5,282 on 22 September.
Sample. There are 717 data points in the weekly time series displayed in the plot above. The series covers the time span extending from January 2013 to September 2026.
History. Have a look at some simple statistics calculated on the entire sample: positions had an average value of 6,046 contracts; they reached a maximum of 53,579 on 13 June 2017; they reached their minimum of 2,041 on 25 March 2014.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 5,172.00 |
| 2026-09-22 | 5,282.00 |
| 2026-09-29 | 4,654.00 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) positions held by asset managers in Nasdaq-100 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: "NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
Series in the same data set
Discover the other time series included in this data set.