COT reports: Net long positions held by non-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), net long positions held by non-reporting traders in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" stood at -22,764 contracts on 14 September 2021, compared to -19,021 on 7 September 2021.
Sample. In the weekly time series displayed in the figure, there are 415 records. The series covers the time range stretching from January 2013 to September 2021.
History. Here are a few simple statistics calculated on the whole sample: positions hit a peak of 35,922 contracts on 22 January 2013; they recorded a bottom of -94,743 on 8 September 2015; they averaged -4,919.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | -23,116.0 |
| 2021-09-07 | -19,021.0 |
| 2021-09-14 | -22,764.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by non-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.