COT reports: Net long positions held by leveraged money 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 leveraged money managers in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" were -15,181 contracts on 29 September 2026, versus -419 on 22 September 2026.
Sample. There are 277 observations overall in the weekly time series presented in the plot above. The period covered by the series stretches from July 2020 to September 2026.
History. Take a look at a few descriptive statistics calculated on the full sample: positions hit a peak of 201,897 contracts on 13 June 2023; they reached a minimum of -281,648 on 14 June 2022; they had a mean value of -6,680.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | -186883.0 |
| 2026-09-22 | -419.0 |
| 2026-09-29 | -15181.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by leveraged money 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.