COT reports: Net long positions held by dealers 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 dealers in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" were -10,440 contracts on 29 September 2026, compared to -12,816 on 22 September 2026.
Sample. In this weekly series, there are 277 observations. The series covers the span of time extending from July 2020 to September 2026.
History. Take a look at a few simple statistics computed on the whole sample: positions had a mean value of 16,165 contracts; they registered a minimum of -60,177 on 21 April 2026; they peaked at 225,199 on 8 September 2026.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 211432.0 |
| 2026-09-22 | -12816.0 |
| 2026-09-29 | -10440.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by dealers 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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