COT reports: Short 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), short positions held by asset managers in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" stood at 1,560 contracts on 29 September 2026, versus 2,099 on 22 September.
Sample. In the weekly time series plotted above, there are 277 observations. The period covered by the series is from July 2020 to September 2026.
History. Take a look at some descriptive statistics computed on the entire sample: positions had an average value of 2,594 contracts; they reached a minimum of 0 on 15 December 2020; they hit a peak of 10,751 on 2 September 2025.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 4,626.00 |
| 2026-09-22 | 2,099.00 |
| 2026-09-29 | 1,560.00 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short 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 |
Series in the same data set
Discover the other time series included in this data set.