COT reports: Total open positions (open interest) 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), total open positions (open interest) in S&P 500 index futures of the kind "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" were 45,572 contracts on 14 September 2021, compared to 45,641 on 7 September.
Sample. There are 415 data points overall in the weekly time series presented in the graph above. The time period covered by the series goes from January 2013 to September 2021.
History. Take a look at a few statistics we calculated on the entire sample: positions were equal on average to 97,495 contracts; they hit a trough of 19,659 on 8 October 2019; they reached their maximum of 257,778 on 12 March 2013.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2021-08-31 | 46,078.0 |
| 2021-09-07 | 45,641.0 |
| 2021-09-14 | 45,572.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Total open positions (open interest) 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.