Config.
Marché
Rapport
Unité

COT Russell 2000

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 · small caps · CME

What is the Russell 2000 futures contract?

Russell 2000 (E-mini)

Satellite of S&P 500

A long means…

Exposure to a rise in the Russell 2000 — US small-cap names.

What is this?

The Russell 2000 is the index of US small-caps: about 2,000 names, those that follow the 1,000 largest in the Russell 1000. Weights follow float-adjusted market capitalization. It complements the Russell 1000, with no gaps and no overlaps. The CME future is used to hedge a small-cap portfolio, or to take a view on that segment, without buying the 2,000 stocks. At expiry there are no shares.

The universe is rebuilt on a set schedule so names that have grown too large do not stay in. Managers and funds take listed small-cap exposure here, or hedge a portfolio that looks like it.

Pitfalls

  • Code 239742 (RTY): not a consolidated “+” line.
  • Not Russell 1000 Value (239744) and not Russell dividends (239750).
  • Do not add Micro M2K 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.