COT reports: Long 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), long positions held by dealers in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" stood at 18,300 contracts on 14 September 2021, compared to 18,956 on 7 September 2021.
Sample. In the weekly time series displayed in the chart, there are a total of 415 observations. The series covers the span of time going from January 2013 to September 2021.
History. Here are some statistics computed on the full sample: positions had an average value of 22,193 contracts; they reached a trough of 0 on 28 March 2017; they recorded their maximum of 83,453 on 15 September 2015.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 18,666.0 |
| 2021-09-07 | 18,956.0 |
| 2021-09-14 | 18,300.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long 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 |
Series in the same data set
Discover the other time series included in this data set.