COT reports: Total open positions (open interest) 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), total open positions (open interest) in S&P 500 index futures of the kind "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE" were 1,895,922 contracts on 29 September 2026, versus 1,890,653 on 22 September.
Sample. This weekly time series has 717 data points overall. The series covers the time span going from January 2013 to September 2026.
History. Here are a few summary statistics calculated on the entire sample: positions had a mean value of 2,649,273 contracts; they attained a maximum of 4,554,164 on 17 March 2020; they recorded a bottom of 1,879,423 on 24 March 2026.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 2446519.0 |
| 2026-09-22 | 1890653.0 |
| 2026-09-29 | 1895922.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Total open positions (open interest) 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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