COT reports: Long positions held by non-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 non-reporting traders in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" stood at 80,185 contracts on 29 September 2026, compared to 71,646 on 22 September 2026.
Sample. There are 277 observations overall in the weekly series presented in the graph above. The time range covered by the series extends from July 2020 to September 2026.
History. Here’s a quick look at a few statistics computed on the entire sample: positions had a mean value of 67,483 contracts; they recorded their maximum of 244,993 on 14 June 2022; they reached a trough of 21,780 on 18 August 2020.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 84,657.0 |
| 2026-09-22 | 71,646.0 |
| 2026-09-29 | 80,185.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by non-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 |
Series in the same data set
Discover the other time series included in this data set.