COT reports: Compensated (spread) 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), compensated (spread) positions held by dealers in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" stood at 0 contracts on 14 September 2021, versus 74 on 7 September 2021.
Sample. In this weekly time series, there are a total of 415 records. The time period covered by the series is from January 2013 to September 2021.
History. Here’s a quick look at a few statistics we computed on the entire sample: positions averaged 2,390 contracts; they reached a maximum of 35,909 on 17 September 2013; they reached a trough of 0 on 5 May 2015.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 74.0000 |
| 2021-09-07 | 74.0000 |
| 2021-09-14 | 0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) 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 |
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