COT reports: Short positions held by dealers 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 dealers in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 4,725 contracts on 14 September 2021, compared to 3,625 on 7 September 2021.
Sample. The weekly time series displayed in the graph has 415 data points overall. The series covers the time span stretching from January 2013 to September 2021.
History. Here are a few descriptive statistics computed on the entire sample: positions peaked at 97,356 contracts on 29 January 2013; they recorded a bottom of 1,600 on 22 May 2018; they had a mean of 28,112.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 2,890.00 |
| 2021-09-07 | 3,625.00 |
| 2021-09-14 | 4,725.00 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short positions held by dealers 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.