COT reports: Long positions held by asset 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), long positions held by asset managers in S&P 500 index futures of the kind "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE" stood at 1,104,434 contracts on 29 September 2026, versus 1,118,655 on 22 September 2026.
Sample. This weekly series has 717 data points overall. The time period covered by the series extends from January 2013 to September 2026.
History. Take a look at a few simple statistics we computed on the full sample: positions peaked at 1,778,863 contracts on 23 January 2018; they reached a trough of 903,403 on 27 September 2022; they had an average value of 1,249,343.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 1142075.0 |
| 2026-09-22 | 1118655.0 |
| 2026-09-29 | 1104434.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by asset 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 |
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