COT reports: Long positions held by dealers 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 dealers in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" stood at 3,951 contracts on 29 September 2026, compared to 2,804 on 22 September.
Sample. There are 277 data points in the weekly series shown in the graph above. The span of time covered by the series stretches from July 2020 to September 2026.
History. Here are a few statistics calculated on the whole sample: positions averaged 24,178 contracts; they reached their maximum of 225,199 on 8 September 2026; they recorded a bottom of 0 on 31 August 2021.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 211432.0 |
| 2026-09-22 | 2804.0 |
| 2026-09-29 | 3951.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by dealers 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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