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
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 "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" were 1,514 contracts on 29 September 2026, compared to 1,645 on 22 September 2026.
Sample. There are 277 observations overall in the weekly series presented in the figure above. The time span covered by the series is from July 2020 to September 2026.
History. Take a look at some descriptive statistics computed on the whole sample: positions reached their lowest level of 45 contracts on 31 December 2024; they peaked at 49,371 on 16 December 2025; they had an average value of 6,254.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 17097.0 |
| 2026-09-22 | 1645.0 |
| 2026-09-29 | 1514.0 |
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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: "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
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