Units versus dollars: seven funds tracking the markets the COT covers, July 2026
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-04, from When Is the COT Report Released?.
| ticker | unit_size_usd | share_of_units_pct | share_of_dollars_pct |
|---|---|---|---|
| SPY | 744.99 | 31.75 | 50.07 |
| QQQ | 700.24 | 27.74 | 41.12 |
| GLD | 373.11 | 4.46 | 3.52 |
| USO | 121.95 | 4.6 | 1.19 |
| TLT | 83.89 | 16.18 | 2.87 |
| SLV | 52.92 | 9.86 | 1.11 |
| UNG | 10.52 | 5.41 | 0.12 |
- Rows × columns
- 7 × 4
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ticker |
text | 7 distinct values (GLD, QQQ, SLV…) | |
unit_size_usd |
number | 10.52 to 744.99 | US dollars |
share_of_units_pct |
number | 4.46 to 31.75 | percent |
share_of_dollars_pct |
number | 0.12 to 50.07 | percent |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
WITH raw AS (
SELECT ticker,
toTimeZone(window_start, 'America/New_York') AS et,
close,
volume
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ', 'TLT', 'GLD', 'SLV', 'USO', 'UNG')
AND window_start >= toDateTime('2026-07-01 00:00:00')
AND window_start < toDateTime('2026-08-01 00:00:00')
),
rth AS (
SELECT ticker,
volume AS shares,
toFloat64(close) * volume AS dollars
FROM raw
WHERE (toHour(et) * 60 + toMinute(et)) BETWEEN 570 AND 959
)
SELECT ticker,
round(sum(dollars) / sum(shares), 2) AS unit_size_usd,
round(100 * sum(shares) / sum(sum(shares)) OVER (), 2) AS share_of_units_pct,
round(100 * sum(dollars) / sum(sum(dollars)) OVER (), 2) AS share_of_dollars_pct
FROM rth
GROUP BY ticker
ORDER BY unit_size_usd DESC