COT reports: Net long positions held by leveraged money managers 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), net long positions held by leveraged money managers in S&P 500 index futures of the kind "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE" were -372,489 contracts on 29 September 2026, versus -375,574 on 22 September.
Sample. In this weekly series, there are 717 data points. The series covers the span of time going from January 2013 to September 2026.
History. Have a look at a few summary statistics calculated on the entire sample: positions had an average value of -276,567 contracts; they hit a peak of 149,057 on 24 December 2018; they reached their minimum of -631,341 on 20 October 2015.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | -293,143 |
| 2026-09-22 | -375,574 |
| 2026-09-29 | -372,489 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by leveraged money 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: "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
Series in the same data set
Discover the other time series included in this data set.