COT reports: Short positions held by non-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), short positions held by non-reporting traders in S&P 500 index futures of the kind "MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE" stood at 75,924 contracts on 29 September 2026, compared to 80,569 on 22 September 2026.
Sample. This weekly time series has 277 observations overall. The period covered by the series is from July 2020 to September 2026.
History. Have a look at some statistics calculated on the full sample: positions hit a trough of 23,724 contracts on 27 October 2020; they reached their highest level of 292,942 on 13 June 2023; they had an average value of 93,654.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 127,906 |
| 2026-09-22 | 80,569.0 |
| 2026-09-29 | 75,924.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short positions held by non-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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