COT reports: Short 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), short positions held by leveraged money managers in S&P 500 index futures of the kind "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE" were 497,942 contracts on 29 September 2026, compared to 495,707 on 22 September.
Sample. This weekly series has 717 data points. The span of time covered by the series extends from January 2013 to September 2026.
History. Here's a glimpse of a few summary statistics computed on the whole sample: positions reached their minimum of 223,618 contracts on 8 February 2022; they achieved a maximum of 1,051,941 on 4 March 2014; they had an average value of 580,888.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 454,319 |
| 2026-09-22 | 495,707 |
| 2026-09-29 | 497,942 |
Suggestion. Our metadata often comprise links to the sources of the time-series data shown on FetchSeries. You can use these links to search for additional information needed in your research.
Not for investment purposes. Data and any other information available on FetchSeries are not intended for investment purposes or other financial decisions. Users should seek professional advice and perform their own independent due diligence before pledging money to any investment.
Series Metadata
| Field | Value |
|---|---|
| Description | Short 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.