COT reports: Long positions held by asset managers 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 asset managers in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 1,000 contracts on 14 September 2021, unchanged with respect to 7 September 2021.
Sample. There are 415 observations in the weekly time series shown in the graph above. The series covers the period going from January 2013 to September 2021.
History. Here’s a quick look at a few summary statistics we calculated on the full sample: positions had an average value of 26,732 contracts; they hit a trough of 0 on 15 September 2020; they attained a maximum of 77,692 on 8 January 2013.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 1,000.00 |
| 2021-09-07 | 1,000.00 |
| 2021-09-14 | 1,000.00 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by asset managers 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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