COT reports: Net long positions held by asset 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), net long positions held by asset managers in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" were 22,560 contracts on 29 September 2026, versus 22,158 on 22 September 2026.
Sample. In the weekly time series presented in the graph, there are 277 records. The series covers the time period stretching from July 2020 to September 2026.
History. Here's a glimpse of a few simple statistics we computed on the whole sample: positions averaged 22,669 contracts; they hit a trough of 10,401 on 5 August 2025; they recorded their highest level of 44,010 on 21 April 2026.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 19700.0 |
| 2026-09-22 | 22158.0 |
| 2026-09-29 | 22560.0 |
Nugget of wisdom. To make our users' life easier, we categorize indicators into data sets and worksheets. If you navigate further down, you will find how we arranged further material linked to the statistics provided here.
Not for investment purposes. Data and analyses released on FetchSeries are not supposed to be used for investment purposes or other financial decisions. Users should seek expert advice and do independent analysis before making any financial commitments.
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: "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
Series in the same data set
Discover the other time series included in this data set.