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
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 leveraged money managers in S&P 500 index futures of the kind "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE" stood at 46,125 contracts on 29 September 2026, compared to 49,316 on 22 September.
Sample. In this weekly time series, there are 717 observations. The period covered by the series is from January 2013 to September 2026.
History. Here’s a quick look at a few descriptive statistics calculated on the entire sample: positions were equal on average to 77,136 contracts; they achieved a maximum of 279,069 on 17 March 2020; they reached a trough of 22,006 on 23 June 2020.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 164451.0 |
| 2026-09-22 | 49316.0 |
| 2026-09-29 | 46125.0 |
Tip. We organize series into data sets and worksheets to make your life easier. Scrolling downwards, you will find how we arranged further material related to the statistics published here.
Not for investment purposes. Information made available on this web site is not suitable for investment purposes or as a basis for financial-decision making. Users should ask for professional advice and perform their own independent due diligence before pledging money to any investment.
Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) positions held by leveraged money 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.