COT reports: Long positions held by all reporting traders 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), long positions held by all reporting traders in S&P 500 index futures of the kind "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE" were 1,649,059 contracts on 29 September 2026, compared to 1,640,466 on 22 September.
Sample. There are 717 records overall in the weekly time series shown in the chart above. The series covers the time span extending from January 2013 to September 2026.
History. Here's a glimpse of some simple statistics computed on the full sample: positions had an average value of 2,339,432 contracts; they reached their highest level of 3,737,948 on 17 March 2020; they reached their minimum of 1,624,784 on 27 January 2026.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 2,162,079 |
| 2026-09-22 | 1,640,466 |
| 2026-09-29 | 1,649,059 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by all reporting traders 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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