COT reports: Long positions held by all 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), long positions held by all reporting traders in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" stood at 60,484 contracts on 29 September 2026, compared to 58,787 on 22 September 2026.
Sample. There are 277 data points overall in the weekly time series presented in the graph above. The time span covered by the series extends from July 2020 to September 2026.
History. Here's a snapshot of some statistics computed on the entire sample: positions reached a trough of 33,840 contracts on 25 March 2025; they reached their highest level of 446,386 on 13 June 2023; they had a mean value of 123,313.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 283773.0 |
| 2026-09-22 | 58787.0 |
| 2026-09-29 | 60484.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by all 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
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