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Index Investment Data

  • Swap dealers and index traders that receive a “special call” (under CFTC Rule 18.05) must file monthly reports with the CFTC's Division of Market Oversight within 5 business days after the end of the month. Starting with July 2010, monthly data from those reports is published below. Those data show the notional values and the equivalent number of futures contracts for all U.S. markets with more than $0.5 billion of reported net notional value of index investment at the end of any one month. Selected quarterly data is also available below.

    The most recent month-end information generally is added about 4 to 5 weeks after the “as of” date. Once posted, the CFTC does not generally revise this information to reflect any amended information subsequently received, but may do so if the changes are extraordinary.

    Special Announcement

    The U.S. Commodity Futures Trading Commission discontinued the collection and release of the monthly Index Investment Data for select commodities. The final report is for data collected as of October 30, 2015 (see press release 7282-15).

    September 30, 2014: An error was detected in submitted information for long WTI futures equivalents, only, for month end July 2014. Commission staff has therefore amended the long and net futures equivalents figures for WTI on the July 31, 2014 report.

    Explanatory Notes

    October 30, 2015

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    September 30, 2015

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    August 31, 2015

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    July 31, 2015

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    June 30, 2015

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    May 29, 2015

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    April 30, 2015

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    March 31, 2015

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    February 27, 2015

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    January 30, 2015

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    December 31, 2014

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    November 28, 2014

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    October 31, 2014

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    September 30, 2014

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    August 29, 2014

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    July 31, 2014

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    June 30, 2014

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    May 30, 2014

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    April 30, 2014

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    March 31, 2014

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    February 28, 2014

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    January 31, 2014

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    December 31, 2013

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    November 29, 2013

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    October 31, 2013

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    September 30, 2013

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    August 30, 2013

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    July 31, 2013

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    June 28, 2013

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    May 31, 2013

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    April 30, 2013

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    March 28, 2013

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    February 28, 2013

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    January 31, 2013

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    December 31, 2012

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    November 30, 2012

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    October 31, 2012

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    September 30, 2012

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    August 31, 2012

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    July 31, 2012

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    Jun 29, 2012

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    May 31, 2012

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    April 30, 2012

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    March 30, 2012

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    February 29, 2012

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    January 31, 2012

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    December 30, 2011

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    November 30, 2011

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    October 31, 2011

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    September 30, 2011

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    August 31, 2011

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    July 29, 2011

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    June 30, 2011

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    May 31, 2011

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    April 29, 2011

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    March 31, 2011

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    February 28, 2011

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    January 31, 2011

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    December 31, 2010

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    November 30, 2010

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    October 29, 2010

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    September 30, 2010

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    August 31, 2010

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    July 30, 2010

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    June 30, 2010

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    March 31, 2010

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    December 31, 2009

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    September 30, 2009

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    June 30, 2009

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    March 31, 2009

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    December 31, 2008

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    September 30, 2008

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    June 30, 2008

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    March 31, 2008

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    December 2007

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See Also:

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