COT reports: Short positions held by dealers 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), short positions held by dealers in S&P 500 index futures of the kind "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE" stood at 785,579 contracts on 29 September 2026, compared to 802,335 on 22 September.
Sample. In the weekly time series presented in the chart, there are a total of 717 observations. The span of time covered by the series is from January 2013 to September 2026.
History. Here are a few descriptive statistics we computed on the whole sample: positions recorded their highest level of 1,128,287 contracts on 6 February 2018; they reached a minimum of 149,569 on 28 June 2016; they had a mean of 668,932.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 922950.0 |
| 2026-09-22 | 802335.0 |
| 2026-09-29 | 785579.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short 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: "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
Series in the same data set
Discover the other time series included in this data set.