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
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 "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" were 0 contracts on 29 September 2026, unchanged with respect to 22 September.
Sample. There are 277 records in the weekly series displayed in the chart above. The span of time covered by the series stretches from July 2020 to September 2026.
History. Here’s a quick look at a few descriptive statistics computed on the entire sample: positions recorded a bottom of 0 contracts on 14 December 2021; they attained a maximum of 6,901 on 15 September 2026; they had a mean of 133.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 6901.0 |
| 2026-09-22 | 0.0 |
| 2026-09-29 | 0.0 |
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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: "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
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