COT reports: Short positions held by asset 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), short positions held by asset managers in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 0 contracts on 14 September 2021, as on 7 September 2021.
Sample. The weekly time series presented in the graph has 415 observations overall. The period covered by the series extends from January 2013 to September 2021.
History. Take a look at a few simple statistics calculated on the full sample: positions recorded a maximum of 36,513 contracts on 4 June 2013; they reached their lowest level of 0 on 17 December 2019; they were equal on average to 15,969.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 0 |
| 2021-09-07 | 0 |
| 2021-09-14 | 0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short positions held by asset 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.