COT reports: Net long positions held by asset managers 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), net long positions held by asset managers in S&P 500 index futures of the kind "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE" were 904,003 contracts on 29 September 2026, compared to 934,455 on 22 September.
Sample. The weekly time series presented in the chart has 717 data points. The series covers the span of time extending from January 2013 to September 2026.
History. Here’s a quick look at a few descriptive statistics calculated on the full sample: positions recorded a minimum of 157,948 contracts on 22 September 2015; they achieved a maximum of 1,124,081 on 18 February 2020; they had an average value of 716,520.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 904684.0 |
| 2026-09-22 | 934455.0 |
| 2026-09-29 | 904003.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net 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: "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
Series in the same data set
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