COT reports: Short positions held by all 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), short positions held by all reporting traders in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" were 64,745 contracts on 29 September 2026, compared to 49,864 on 22 September 2026.
Sample. In this weekly series, there are 277 data points. The time period covered by the series goes from July 2020 to September 2026.
History. Here are a few simple statistics computed on the entire sample: positions averaged 97,142 contracts; they recorded a bottom of 17,500 on 24 December 2024; they attained a maximum of 341,306 on 14 June 2022.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 240524.0 |
| 2026-09-22 | 49864.0 |
| 2026-09-29 | 64745.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short positions held by all 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 |
Series in the same data set
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