S&P 500 Barra Value Index COT Report
Latest data as of 2001-08-28. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net long 36 contracts in S&P 500 Barra Value Index futures as of 2001-08-28, up 2 from the prior week. Commercial hedgers were net short 93 contracts, with total open interest of 1,778 contracts. The COT index stands at 49.9.
| Open interest | 1,778 |
| Non-commercial long | 158 |
| Non-commercial short | 122 |
| Non-commercial net | 36 |
| Commercial long | 1,542 |
| Commercial short | 1,635 |
| Commercial net | -93 |
| WoW change in non-commercial net | 2 |
| COT index | 49.9 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2001-08-28 | 0 | 36 | -93 |
| 2001-08-21 | 0 | 34 | -91 |
| 2000-05-02 | 0 | 422 | -461 |
| 2000-04-25 | 0 | 423 | -462 |
| 2000-04-18 | 0 | 423 | -462 |
| 2000-04-11 | 0 | 467 | -501 |
| 2000-04-04 | 0 | 455 | -497 |
| 2000-03-28 | 0 | 489 | -544 |
| 2000-03-21 | 0 | 479 | -513 |
| 2000-03-14 | 0 | 346 | -357 |
| 2000-03-07 | 0 | 329 | -340 |
| 2000-02-29 | 0 | 336 | -344 |
| 2000-02-22 | 0 | 362 | -372 |
| 2000-02-15 | 0 | 362 | -371 |
| 2000-02-08 | 0 | 321 | -353 |
| 2000-02-01 | 0 | 113 | -126 |
| 2000-01-25 | 0 | 89 | -101 |
| 2000-01-18 | 0 | 79 | -94 |
| 2000-01-11 | 0 | 73 | -91 |
| 2000-01-04 | 0 | 77 | -115 |
| 1999-12-28 | 0 | 96 | -150 |
| 1999-12-21 | 0 | 109 | -157 |
| 1999-12-14 | 0 | 46 | -123 |
| 1999-12-07 | 0 | 98 | -149 |
| 1999-11-30 | 0 | 106 | -122 |
| 1999-11-23 | 0 | 102 | -195 |
| 1999-11-16 | 0 | 147 | -157 |
| 1999-11-09 | 0 | 93 | -105 |
| 1999-11-02 | 0 | 94 | -112 |
| 1999-10-26 | 0 | 123 | -139 |
| 1999-10-19 | 0 | 138 | -199 |
| 1999-10-12 | 0 | 134 | -208 |
| 1999-10-05 | 0 | 146 | -234 |
| 1999-09-28 | 0 | 123 | -205 |
| 1999-09-21 | 0 | 119 | -209 |
| 1999-09-14 | 0 | -48 | -65 |
| 1999-09-07 | 0 | -23 | -43 |
| 1999-08-31 | 0 | -5 | -29 |
| 1999-08-24 | 0 | 14 | -60 |
| 1999-08-17 | 0 | -41 | 10 |
| 1999-08-10 | 0 | -25 | 3 |
| 1999-08-03 | 0 | -51 | -6 |
| 1999-07-27 | 0 | -43 | -72 |
| 1999-07-20 | 0 | -40 | -7 |
| 1999-07-13 | 0 | -37 | -25 |
| 1999-07-06 | 0 | -56 | -20 |
| 1999-06-29 | 0 | 48 | -88 |
| 1999-06-22 | 0 | 98 | -162 |
| 1999-06-15 | 0 | -182 | 107 |
| 1999-06-08 | 0 | -163 | 111 |
| 1999-06-01 | 0 | -77 | 27 |
| 1999-05-25 | 0 | 0 | -42 |
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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.