The CFTC S&P 500 Speculative Net Positions report measures the net exposure of large speculators to the S&P 500 index futures. It provides insights into how institutional investors and hedge funds are positioned relative to the broader US equity market. This data is often used to gauge overall market risk appetite and potential sentiment extremes.
The net position is derived by subtracting the short contracts from the long contracts of non-commercial traders in the S&P 500 futures market as reported in the weekly COT report.
No historical data available
