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
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 dealers in S&P 500 index futures of the kind "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE" stood at 42,347 contracts on 29 September 2026, compared to 41,081 on 22 September.
Sample. There are 717 data points in the weekly series displayed in the figure above. The time period covered by the series stretches from January 2013 to September 2026.
History. Here are some summary statistics calculated on the whole sample: positions achieved a maximum of 501,832 contracts on 17 March 2020; they reached their minimum of 5,106 on 23 June 2015; they were equal on average to 78,410.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 237994.0 |
| 2026-09-22 | 41081.0 |
| 2026-09-29 | 42347.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) positions held by dealers 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.