COT reports: Long positions held by asset 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), long positions held by asset managers in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" stood at 24,120 contracts on 29 September 2026, compared to 24,257 on 22 September 2026.
Sample. The weekly time series shown in the chart has a total of 277 data points. The time span covered by the series stretches from July 2020 to September 2026.
History. Take a look at a few statistics calculated on the entire sample: positions had a mean of 25,263 contracts; they registered a minimum of 15,163 on 11 February 2025; they hit a maximum of 44,754 on 21 April 2026.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 24326.0 |
| 2026-09-22 | 24257.0 |
| 2026-09-29 | 24120.0 |
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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: "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.