COT reports: Long positions held by non-reporting traders 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 non-reporting traders in S&P 500 index futures of the kind "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE" stood at 246,863 contracts on 29 September 2026, versus 250,187 on 22 September.
Sample. In this weekly time series, there are 717 data points overall. The time range covered by the series goes from January 2013 to September 2026.
History. Here's a snapshot of some simple statistics calculated on the full sample: positions attained a maximum of 816,216 contracts on 17 March 2020; they reached their lowest level of 184,903 on 20 September 2022; they averaged 309,841.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 284440.0 |
| 2026-09-22 | 250187.0 |
| 2026-09-29 | 246863.0 |
Heads-up. An advantage of using FetchSeries is that we give you complete metadata. Check it below to better understand the attributes of the time series that you use in your research.
Not for investment purposes. Any data available on this web site are not supposed to be used for investment purposes or any other financial decision. Users should consult expert advice and do their own independent due diligence before making any financial commitments.
Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by non-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: "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
Series in the same data set
Discover the other time series included in this data set.