COT reports: Short positions held by all 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), short positions held by all reporting traders in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 19,657 contracts on 14 September 2021, compared to 23,750 on 7 September.
Sample. The weekly series displayed in the figure has a total of 415 observations. The series covers the time period extending from January 2013 to September 2021.
History. Here are a few summary statistics computed on the entire sample: positions recorded their maximum of 194,382 contracts on 12 March 2013; they recorded a bottom of 9,919 on 19 March 2019; they had a mean of 63,698.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 20,765.0 |
| 2021-09-07 | 23,750.0 |
| 2021-09-14 | 19,657.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short positions held by all 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.