COT reports: Net long positions held by asset managers 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), net long positions held by asset managers in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" were 22,560 contracts on 29 September 2026, compared to 22,158 on 22 September 2026.
Sample. The weekly series presented in the chart has 277 observations. The series covers the period going from July 2020 to September 2026.
History. Here’s a quick look at a few descriptive statistics we computed on the whole sample: positions had an average value of 22,669 contracts; they reached a trough of 10,401 on 5 August 2025; they reached a maximum of 44,010 on 21 April 2026.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 19,700.0 |
| 2026-09-22 | 22,158.0 |
| 2026-09-29 | 22,560.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by asset 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: "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
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