S&P 500 Total Return Index COT Report
Latest data as of 2021-03-16. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net short 3,000 contracts in S&P 500 Total Return Index futures as of 2021-03-16, up 0 from the prior week. Commercial hedgers were net long 3,500 contracts, with total open interest of 139,760 contracts. The COT index stands at 75.5.
| Open interest | 139,760 |
| Non-commercial long | 0 |
| Non-commercial short | 3,000 |
| Non-commercial net | -3,000 |
| Commercial long | 139,760 |
| Commercial short | 136,260 |
| Commercial net | 3,500 |
| WoW change in non-commercial net | 0 |
| COT index | 75.5 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2021-03-16 | 0 | -3,000 | 3,500 |
| 2021-03-09 | 0 | -3,000 | 3,000 |
| 2021-03-02 | 0 | -3,000 | 3,000 |
| 2021-02-23 | 0 | -3,000 | 3,000 |
| 2020-12-15 | 0 | -3,600 | 3,650 |
| 2020-09-08 | 0 | 3,000 | -1,000 |
| 2020-09-01 | 0 | 3,000 | -1,000 |
| 2020-08-25 | 0 | 3,000 | -1,000 |
| 2020-08-18 | 0 | 3,000 | -1,000 |
| 2020-08-11 | 0 | 3,000 | -1,000 |
| 2020-08-04 | 0 | 3,000 | -1,000 |
| 2020-06-16 | 0 | 3,000 | -1,000 |
| 2019-11-26 | 0 | -11,750 | 12,150 |
| 2018-11-20 | 0 | -21,500 | 21,150 |
| 2018-11-06 | 0 | -21,500 | 21,900 |
| 2018-10-30 | 0 | -21,500 | 21,900 |
| 2018-10-23 | 0 | -21,500 | 21,900 |
| 2018-10-16 | 0 | -21,500 | 21,500 |
| 2018-10-09 | 0 | -21,500 | 21,500 |
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Frequently asked questions
- What is the COT report?
- The Commitments of Traders (COT) report is a weekly publication by the CFTC that breaks down open interest in futures markets by trader category, including non-commercial (speculator) and commercial (hedger) positions.
- When is the COT report released?
- The COT report is released every Friday at 3:30 pm ET, with positions measured as of the prior Tuesday.
- What does non-commercial net mean?
- Non-commercial net is the number of long contracts held by large speculators minus their short contracts. A positive value means speculators are net long; a negative value means they are net short.