COT reports: Short positions held by dealers 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 dealers in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" stood at 14,391 contracts on 29 September 2026, compared to 15,620 on 22 September.
Sample. This weekly series has 277 data points. The period covered by the series extends from July 2020 to September 2026.
History. Here's a snapshot of some statistics computed on the full sample: positions reached their lowest level of 0 contracts on 8 December 2020; they reached their maximum of 68,195 on 21 April 2026; they had an average value of 8,013.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 0 |
| 2026-09-22 | 15,620.0 |
| 2026-09-29 | 14,391.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short positions held by dealers 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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