COT reports: Long positions held by leveraged money 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 leveraged money managers in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 22,721 contracts on 14 September 2021, compared to 22,541 on 7 September 2021.
Sample. In this weekly time series, there are 415 data points overall. The series covers the time period stretching from January 2013 to September 2021.
History. Here's a glimpse of a few simple statistics computed on the whole sample: positions had an average value of 9,878 contracts; they hit a peak of 39,064 on 17 March 2020; they hit a trough of 67 on 8 October 2019.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 23,841.0 |
| 2021-09-07 | 22,541.0 |
| 2021-09-14 | 22,721.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by leveraged money 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 |
Series in the same data set
Discover the other time series included in this data set.