COT reports: Compensated (spread) 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), compensated (spread) positions held by other reporting traders 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, the same value recorded on 7 September.
Sample. In this weekly series, there are 415 observations. The series covers the span of time going from January 2013 to September 2021.
History. Here's a glimpse of a few summary statistics we calculated on the entire sample: positions reached a minimum of 0 contracts on 30 September 2014; they hit a peak of 5,408 on 8 January 2013; they had a mean of 447.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 0 |
| 2021-09-07 | 0 |
| 2021-09-14 | 0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) 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.