COT reports: Compensated (spread) positions held by asset managers 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), compensated (spread) positions held by asset managers in S&P 500 index futures of the kind "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE" stood at 96,265 contracts on 29 September 2026, versus 93,080 on 22 September.
Sample. There are 717 observations in the weekly series presented in the plot above. The series covers the time period going from January 2013 to September 2026.
History. Here’s a quick look at a few statistics calculated on the whole sample: positions hit a trough of 77,783 contracts on 3 February 2026; they achieved a maximum of 620,941 on 17 March 2020; they were equal on average to 238,873.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 173,217 |
| 2026-09-22 | 93,080.0 |
| 2026-09-29 | 96,265.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) positions held by asset managers 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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