COT reports: Net long positions held by other 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 other reporting traders in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 100 contracts on 14 September 2021, compared to -1,100 on 7 September.
Sample. This weekly time series has a total of 415 observations. The series covers the span of time going from January 2013 to September 2021.
History. Take a look at some simple statistics computed on the entire sample: positions had a mean value of 1,150 contracts; they hit a minimum of -6,698 on 10 February 2015; they reached their highest level of 11,731 on 8 September 2015.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | -800.000 |
| 2021-09-07 | -1,100.00 |
| 2021-09-14 | 100.000 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by other 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.