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S&P 500 index futures COT reports (CFTC)

Weekly data on positions held by different trader categories in S&P 500 index futures

← COT reports: Equity indices

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Worksheet 1: E-mini S&P 500

Series Name Observations Start Date End Date
COT reports: Total open positions (open interest) in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Long positions held by dealers in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Short positions held by dealers in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Net long positions held by dealers in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Compensated (spread) positions held by dealers in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Long positions held by asset managers in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Short positions held by asset managers in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Net long positions held by asset managers in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Compensated (spread) positions held by asset managers in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Long positions held by leveraged money managers in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Short positions held by leveraged money managers in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Net long positions held by leveraged money managers in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Compensated (spread) positions held by leveraged money managers in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Long positions held by other reporting traders in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Short positions held by other reporting traders in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Net long positions held by other reporting traders in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Compensated (spread) positions held by other reporting traders in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Long positions held by all reporting traders in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Short positions held by all reporting traders in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Long positions held by non-reporting traders in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Short positions held by non-reporting traders in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29
COT reports: Net long positions held by non-reporting traders in S&P 500 index futures: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 717 2013-01-08 2026-09-29

Worksheet 2: Micro e-mini S&P 500

Series Name Observations Start Date End Date
COT reports: Total open positions (open interest) in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Long positions held by dealers in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Short positions held by dealers in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Net long positions held by dealers in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Compensated (spread) positions held by dealers in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Long positions held by asset managers in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Short positions held by asset managers in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Net long positions held by asset managers in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Compensated (spread) positions held by asset managers in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Long positions held by leveraged money managers in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Short positions held by leveraged money managers in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Net long positions held by leveraged money managers in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Compensated (spread) positions held by leveraged money managers in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Long positions held by other reporting traders in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Short positions held by other reporting traders in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Net long positions held by other reporting traders in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Compensated (spread) positions held by other reporting traders in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Long positions held by all reporting traders in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Short positions held by all reporting traders in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Long positions held by non-reporting traders in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Short positions held by non-reporting traders in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29
COT reports: Net long positions held by non-reporting traders in S&P 500 index futures: MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 277 2020-07-28 2026-09-29

Worksheet 3: S&P 500 stock index

Series Name Observations Start Date End Date
COT reports: Total open positions (open interest) in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Long positions held by dealers in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Short positions held by dealers in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Net long positions held by dealers in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Compensated (spread) positions held by dealers in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Long positions held by asset managers in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Short positions held by asset managers in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Net long positions held by asset managers in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Compensated (spread) positions held by asset managers in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Long positions held by leveraged money managers in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Short positions held by leveraged money managers in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Net long positions held by leveraged money managers in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Compensated (spread) positions held by leveraged money managers in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Long positions held by other reporting traders in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Short positions held by other reporting traders in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Net long positions held by other reporting traders in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Compensated (spread) positions held by other reporting traders in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Long positions held by all reporting traders in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Short positions held by all reporting traders in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Long positions held by non-reporting traders in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Short positions held by non-reporting traders in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14
COT reports: Net long positions held by non-reporting traders in S&P 500 index futures: S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly 415 2013-01-08 2021-09-14