| Index Product | Weight | Description |
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S&P 500 |
20.96 % |
In an attempt to be able to objectively analyze the Commitment of Traders Report Data for equity futures, we have decided to combine the CFTC data for all reportable contracts linked to US Equity Indexes. (The only other major equity product is CME traded Nikkei). Below are the charts that we have created this way. |
| S&P 400 | 17.96 % | |
| Nasdaq 100 | 19.96 % | |
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Dow Industrials |
5.19 % |
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| Russell 2000 | 17.96 % | |
| S&P 500 E-Mini | 4.19 % | |
| S&P 400 E-Mini | 3.59 % | |
| Nasdaq 100 E-Mini | 3.99 % | |
| Dow Industrials Mini | 2.60 % | |
| Russell 2000 E-Mini | 3.59 % | |
| Total | 100.00 % |
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CFTC Commitment of Traders Reports (COT) ::: Stock Market Indexes ::: S&P 500, S&P 500 E-Mini, Nasdaq 100, Nasdaq 100 E-Mini, S&P 400, S&P 400 E-Mini, Dow Jones Industrials, Dow Jones Industrials Mini, Russell 2000, Russell 200 E-Mini Futures Combined (Market Weighted) |
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Large Trader (Speculator) S&P 500 Futures and Options (Regular+Mini) Combined Positions (Delta Adjusted) |
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Commercial Trader S&P 500 Futures and Options (Regular+Mini) Combined Positions (Delta Adjusted) |
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Small Trader (Non Reportable) S&P 500 Futures and Options (Regular+Mini) Combined Positions (Delta Adjusted) |
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CFTC Commitment of Traders Reports ::: Stock Market Indexes |
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A combined report for all US based Equity Indexes S&P 500 and S&P 500 E-Mini Combined S&P 400 and S&P 400 E-Mini Combined NASDAQ 100 and NASDAQ 100 E-Mini Combined Dow Jones Industrials and Dow Jones Industrials Mini Combined |
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Other CFTC Commitment of Traders Reports: |
