COT reports: Long positions held by all reporting traders 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), long positions held by all reporting traders in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" were 60,484 contracts on 29 September 2026, compared to 58,787 on 22 September.
Sample. This weekly series has 277 observations. The span of time covered by the series is from July 2020 to September 2026.
History. Check out a few descriptive statistics computed on the whole sample: positions had a mean of 123,313 contracts; they recorded their maximum of 446,386 on 13 June 2023; they hit a minimum of 33,840 on 25 March 2025.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 283,773 |
| 2026-09-22 | 58,787.0 |
| 2026-09-29 | 60,484.0 |
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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: "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
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