COT reports: Long positions held by leveraged money 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 leveraged money managers in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" were 30,776 contracts on 29 September 2026, versus 28,866 on 22 September 2026.
Sample. This weekly series has 277 observations. The time range covered by the series goes from July 2020 to September 2026.
History. Here's a glimpse of some simple statistics we calculated on the whole sample: positions had a mean of 63,552 contracts; they reached a maximum of 346,539 on 13 June 2023; they hit a trough of 4,432 on 24 December 2024.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 22619.0 |
| 2026-09-22 | 28866.0 |
| 2026-09-29 | 30776.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by leveraged money 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 |
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