Index Investment Data
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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.
August 31, 2012
July 31, 2012
Jun 29, 2012
May 31, 2012
April 30, 2012
March 30, 2012
February 29, 2012
January 31, 2012
December 30, 2011
November 30, 2011
October 31, 2011
September 30, 2011
August 31, 2011
July 29, 2011
June 30, 2011
May 31, 2011
April 29, 2011
March 31, 2011
February 28, 2011
January 31, 2011
December 31, 2010
November 30, 2010
October 29, 2010
September 30, 2010
August 31, 2010
July 30, 2010
June 30, 2010
March 31, 2010
December 31, 2009
September 30, 2009
June 30, 2009
March 31, 2009
December 31, 2008
September 30, 2008
June 30, 2008
March 31, 2008
December 2007
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