COT reports: Net long positions held by non-reporting traders 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 non-reporting traders in S&P 500 index futures of the kind "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE" stood at 107,218 contracts on 29 September 2026, compared to 104,348 on 22 September.
Sample. This weekly series has a total of 717 observations. The time range covered by the series goes from January 2013 to September 2026.
History. Here's a glimpse of some statistics we calculated on the whole sample: positions had an average value of 60,090 contracts; they recorded a minimum of -133,087 on 15 August 2017; they reached their highest level of 426,100 on 8 September 2015.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 91270.0 |
| 2026-09-22 | 104348.0 |
| 2026-09-29 | 107218.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net 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: "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
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