COT reports: Compensated (spread) positions held by dealers 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 dealers in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" were 0 contracts on 29 September 2026, as on 22 September 2026.
Sample. There are 277 observations overall in the weekly series presented in the chart above. The series covers the time span extending from July 2020 to September 2026.
History. Here’s a quick look at a few simple statistics we computed on the whole sample: positions averaged 133 contracts; they recorded a minimum of 0 on 8 December 2020; they attained a maximum of 6,901 on 15 September 2026.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 6,901.00 |
| 2026-09-22 | 0 |
| 2026-09-29 | 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: "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
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