COT reports: Long positions held by non-reporting traders 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 non-reporting traders in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" stood at 80,185 contracts on 29 September 2026, compared to 71,646 on 22 September 2026.
Sample. In this weekly series, there are a total of 277 data points. The series covers the span of time extending from July 2020 to September 2026.
History. Here's a glimpse of some statistics we calculated on the full sample: positions reached their minimum of 21,780 contracts on 18 August 2020; they recorded a maximum of 244,993 on 14 June 2022; they had an average value of 67,483.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 84657.0 |
| 2026-09-22 | 71646.0 |
| 2026-09-29 | 80185.0 |
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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: "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
Series in the same data set
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