COT reports: Long 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), long positions held by dealers in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" were 3,951 contracts on 29 September 2026, compared to 2,804 on 22 September.
Sample. There are 277 records in the weekly time series presented in the graph above. The series covers the time period stretching from July 2020 to September 2026.
History. Check out a few descriptive statistics computed on the entire sample: positions had a mean of 24,178 contracts; they hit a maximum of 225,199 on 8 September 2026; they reached their minimum of 0 on 3 November 2020.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 211,432 |
| 2026-09-22 | 2,804.00 |
| 2026-09-29 | 3,951.00 |
Nugget of wisdom. An advantage of using FetchSeries is that we give you accurate metadata. Check it below to learn more about the properties of the indicators that you use in your work.
Not for investment purposes. Data shared on FetchSeries are not meant for investment purposes or any other financial decision. Users should seek expert advice and do their own independent due diligence before pledging money to any investment.
Series Metadata
| Field | Value |
|---|---|
| Description | Long 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 |
Series in the same data set
Discover the other time series included in this data set.