COT reports: Compensated (spread) 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), compensated (spread) positions held by dealers in S&P 500 index futures of the kind "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE" stood at 42,347 contracts on 29 September 2026, compared to 41,081 on 22 September.
Sample. There are 717 data points in the weekly series presented in the figure above. The time span covered by the series stretches from January 2013 to September 2026.
History. Here's a glimpse of some statistics calculated on the full sample: positions had a mean of 78,410 contracts; they reached their highest level of 501,832 on 17 March 2020; they hit a minimum of 5,106 on 23 June 2015.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 237,994 |
| 2026-09-22 | 41,081.0 |
| 2026-09-29 | 42,347.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) 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
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