COT reports: Long positions held by all 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), long positions held by all reporting traders in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 42,421 contracts on 14 September 2021, versus 42,771 on 7 September.
Sample. In this weekly series, there are 415 observations. The period covered by the series is from January 2013 to September 2021.
History. Here's a snapshot of some summary statistics we calculated on the entire sample: positions attained a maximum of 202,867 contracts on 18 March 2014; they reached their lowest level of 4,511 on 2 July 2019; they had a mean of 68,618.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 43,881.0 |
| 2021-09-07 | 42,771.0 |
| 2021-09-14 | 42,421.0 |
Nugget of wisdom. To simplify exploration, we organize indicators into data sets and worksheets. By moving down the page, you will find how we arranged further information related to the statistics published here.
Not for investment purposes. Data accessible on this web site are not not supposed to be used for investment purposes or any other financial decision. Users should seek expert advice and do independent analysis before making any financial commitments.
Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by all 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.