COT reports: Compensated (spread) positions held by other reporting traders 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 other reporting traders 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 2026.
Sample. The weekly series presented in the figure has 277 data points overall. The period covered by the series is from July 2020 to September 2026.
History. Here's a snapshot of a few descriptive statistics calculated on the entire sample: positions had a mean value of 44 contracts; they achieved a maximum of 2,271 on 17 September 2024; they reached their lowest level of 0 on 14 December 2021.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 0.0 |
| 2026-09-22 | 0.0 |
| 2026-09-29 | 0.0 |
Hint. An advantage of using FetchSeries is that we provide accurate metadata. Check it below to delve deeper into the attributes of the series that you are exploring.
Not for investment purposes. Financial data collected and published on FetchSeries are not intended for investment purposes or other financial decisions. 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 other reporting traders 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 |
Series in the same data set
Discover the other time series included in this data set.