COT reports: Short positions held by leveraged money 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 leveraged money managers in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 14,632 contracts on 14 September 2021, compared to 18,751 on 7 September.
Sample. There are 415 records overall in the weekly time series displayed in the figure above. The series covers the time period going from January 2013 to September 2021.
History. Here’s a quick look at a few descriptive statistics we calculated on the whole sample: positions registered a minimum of 303 contracts on 19 June 2018; they reached their maximum of 38,118 on 17 December 2013; they averaged 10,953.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 16,701.0 |
| 2021-09-07 | 18,751.0 |
| 2021-09-14 | 14,632.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short positions held by leveraged money 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 |
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