COT reports: Compensated (spread) positions held by leveraged money 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 leveraged money managers in S&P 500 index futures of the kind "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE" were 46,125 contracts on 29 September 2026, versus 49,316 on 22 September 2026.
Sample. In this weekly time series, there are a total of 717 observations. The series covers the span of time extending from January 2013 to September 2026.
History. Here's a peek at a few statistics we computed on the entire sample: positions reached their minimum of 22,006 contracts on 23 June 2020; they reached their highest level of 279,069 on 17 March 2020; they were equal on average to 77,136.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 164,451 |
| 2026-09-22 | 49,316.0 |
| 2026-09-29 | 46,125.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) positions held by leveraged money 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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