COT reports: Short positions held by leveraged money 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 leveraged money managers in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" were 45,957 contracts on 29 September 2026, compared to 29,285 on 22 September 2026.
Sample. The weekly series shown in the figure has 277 data points overall. The time span covered by the series stretches from July 2020 to September 2026.
History. Take a look at some descriptive statistics computed on the entire sample: positions averaged 70,232 contracts; they achieved a maximum of 293,972 on 14 June 2022; they reached a minimum of 2,940 on 11 July 2023.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 209,502 |
| 2026-09-22 | 29,285.0 |
| 2026-09-29 | 45,957.0 |
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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: "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
Series in the same data set
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