Config.
Marché
Rapport
Unité

COT Nasdaq 100

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 · CME

What is the consolidated Nasdaq 100 futures line?

Nasdaq 100 (Consolidated)

A long means…

Exposure to a rise in the Nasdaq-100 — the largest non-financial Nasdaq-listed companies.

What is this?

The Nasdaq-100 is the index of the 100 largest non-financial companies listed on Nasdaq — including international groups listed there. Weights follow a modified market-capitalization scheme. Hardware, software, telecoms, retail, biotech: not banks. It is not the Composite, which has thousands of names. The CME future is used to manage exposure to these large growth names, or to hedge a book that looks like them, without buying the 100 stocks. At expiry there are no shares.

As with the S&P, the CFTC converts standard and E-mini sizes before adding them, so the same exposure is not counted twice. Someone who buys the standard and sells the matching E-minis shows as spreading: neither a net long nor a net short.

Pitfalls

  • The chart shows the Nasdaq-100, not the Composite (thousands of names).
  • Do not add micro MNQ or Nasdaq dividend futures into this line.
  • Buy the standard and sell the matching E-minis: spreading (the risk cancels), not a directional bet.

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.