COT reports: Net long positions held by other 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), net long positions held by other reporting traders in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" were -1,200 contracts on 29 September 2026, versus 0 on 22 September.
Sample. In this weekly time series, there are 277 records overall. The series covers the period extending from July 2020 to September 2026.
History. Here are some statistics we calculated on the whole sample: positions were equal on average to -5,983 contracts; they recorded their highest level of 29,519 on 12 September 2023; they reached their minimum of -53,158 on 5 December 2023.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | -1,000.00 |
| 2026-09-22 | 0 |
| 2026-09-29 | -1,200.00 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by other 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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