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.

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

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