Config.
Marché
Rapport
Unité

COT S&P MidCap 400

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 · mid caps · CME

What is the S&P MidCap 400 futures contract?

S&P MidCap 400

Satellite of S&P 500

A long means…

Exposure to a rise in the S&P MidCap 400 — 400 US mid-cap names.

What is this?

The S&P MidCap 400 is the index of 400 US mid-sized companies, weighted by float-adjusted market capitalization. In size it sits between the S&P 500 and the Russell 2000: it is not the S&P 500. The CME future is used to hedge a mid-cap portfolio, or to take a view on that segment, without buying the 400 stocks. At expiry there are no shares.

Constituents are selected from S&P’s US equity universe, with liquidity and earnings screens. Managers and funds take listed mid-cap exposure here, or hedge a portfolio that looks like it.

Pitfalls

  • Not the S&P 500 (ES / 13874+): code 33874A, $100 multiplier.
  • Mid-caps, not Russell 2000 small caps (239742).

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.