Config.
Marché
Rapport
Unité

COT Dow Jones (DJIA)

Période
Échelle

As-of mardi · close vendredi · source CFTC

Long vs Short

Long et short en % d’OI (catégorie focus)

Δ 4 semaines

Variation du net vs le rapport d’il y a 4 semaines

Cette semaine

Catégorie Long Short Spreading Net Δ Long Δ Short Δ Net % OI long % OI short

Historique

US equity indices · CBOT

What is the Dow Jones (DJIA) futures contract?

Dow Jones Industrial Average

Satellite of S&P 500

A long means…

Exposure to a rise in the Dow Jones — 30 US names weighted by price.

What is this?

The Dow Jones Industrial Average is the index of 30 large US companies, chosen by a committee. It is price-weighted: a higher-priced stock counts more than a cheaper one, even if its market cap is smaller. It is not the S&P 500. The CBOT future is used to hedge a portfolio, to put cash back to work, or to take a view on these 30 names without buying the shares. At expiry there are no shares.

As with the S&P, the CFTC converts standard and E-mini sizes before adding them. Someone who buys the standard and sells two E-minis shows as spreading: neither a net long nor a net short.

Pitfalls

  • CBOT (XCBT), not CME: consolidated code 12460+, not 13874+.
  • Price-weighted 30-stock index, not the float-weighted S&P 500.
  • Do not add Micro Dow MYM into this line.

Univers LIX

Le positionnement n’est pas le risque

Le COT décrit qui est positionné. Le LIX décrit le niveau de risque de marché — 12 indicateurs, hors COT.