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
This series is part of the dataset: S&P 500 index futures COT reports (CFTC)
Download Full Dataset (.xlsx)Latest updates. According to the Commitments of Traders (COT) reports published by the Commodity Futures Trading Commission (CFTC), compensated (spread) positions held by asset managers in S&P 500 index futures of the kind "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE" stood at 96,265 contracts on 29 September 2026, compared to 93,080 on 22 September.
Sample. In this weekly series, there are 717 records overall. The series covers the time span going from January 2013 to September 2026.
History. Here’s a quick look at a few simple statistics calculated on the whole sample: positions were equal on average to 238,873 contracts; they hit a maximum of 620,941 on 17 March 2020; they reached a minimum of 77,783 on 3 February 2026.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 173217.0 |
| 2026-09-22 | 93080.0 |
| 2026-09-29 | 96265.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) positions held by asset managers in S&P 500 index futures |
| Country | United States |
| Economic concept | Stock |
| Data type | Quantity |
| Seasonally adjusted | No |
| Deflation method | Not applicable |
| Rescaling | None |
| Measure type | Level |
| Frequency | Weekly |
| Unit | Number of contracts |
| Source | Commodity Futures Trading Commission (CFTC) |
| Source type | Government agency |
| Data licence | Public domain information |
| Other information | Specific future: "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
Series in the same data set
Discover the other time series included in this data set.