COT reports: Short 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), short positions held by other reporting traders in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" stood at 0 contracts on 14 September 2021, versus 1,100 on 7 September.
Sample. In this weekly time series, there are 415 records in total. The period covered by the series stretches from January 2013 to September 2021.
History. Take a look at some descriptive statistics we calculated on the full sample: positions had a mean of 3,499 contracts; they recorded their maximum of 13,552 on 20 January 2015; they registered a minimum of 0 on 12 December 2017.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 800.000 |
| 2021-09-07 | 1,100.00 |
| 2021-09-14 | 0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short 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 |
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