COT reports: Compensated (spread) positions held by asset managers 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), compensated (spread) positions held by asset managers in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" were 123 contracts on 29 September 2026, compared to 1,215 on 22 September 2026.
Sample. There are 277 data points in the weekly time series displayed in the graph above. The series covers the time period going from July 2020 to September 2026.
History. Here are some summary statistics we calculated on the whole sample: positions had an average value of 1,424 contracts; they reached their maximum of 5,548 on 10 November 2025; they registered a minimum of 0 on 15 December 2020.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 1,398.00 |
| 2026-09-22 | 1,215.00 |
| 2026-09-29 | 123.000 |
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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: "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
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