COT reports: Total open positions (open interest) 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), total open positions (open interest) in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" were 140,669 contracts on 29 September 2026, compared to 130,433 on 22 September 2026.
Sample. There are 277 observations in the weekly series shown in the plot above. The time period covered by the series goes from July 2020 to September 2026.
History. Check out a few summary statistics calculated on the full sample: positions had a mean of 190,795 contracts; they hit a maximum of 490,045 on 13 June 2023; they reached their lowest level of 92,466 on 21 March 2023.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 368430.0 |
| 2026-09-22 | 130433.0 |
| 2026-09-29 | 140669.0 |
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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: "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
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