COT reports: Net long positions held by non-reporting traders 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 non-reporting traders in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" were 4,261 contracts on 29 September 2026, compared to -8,923 on 22 September.
Sample. There are 277 data points overall in the weekly time series shown in the chart above. The series covers the time span stretching from July 2020 to September 2026.
History. Here's a peek at a few statistics we computed on the whole sample: positions reached a trough of -249,283 contracts on 13 June 2023; they reached their highest level of 213,414 on 14 June 2022; they had a mean of -26,171.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | -43249.0 |
| 2026-09-22 | -8923.0 |
| 2026-09-29 | 4261.0 |
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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: "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
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