E-MINI S&P 400 STOCK INDEX COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +5,095 contracts in E-MINI S&P 400 STOCK INDEX, positions as of Tue 20 Oct 2026.
Data as of Positions as of Tue 20 Oct 2026; published Fri 23 Oct 2026
Positions as of Tue 20 Oct 2026 - published Fri 23 Oct 2026 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
33874A
Contract unit
S&P 400 Index X $100
Open interest, contracts
44,618
Change in open interest, contracts
-951
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
6,868
22,108
57
-15,240
15.4
49.5
-34.2
Asset Manager/Institutional
19,186
12,761
1,425
+6,425
43.0
28.6
14.4
Leveraged Funds
8,163
3,068
17
+5,095
18.3
6.9
11.4
Other Reportables
0
328
0
-328
0.0
0.7
-0.7
Total reportable
35,716
39,764
-
-4,048
80.0
89.1
-9.1
Nonreportable
8,902
4,854
-
+4,048
20.0
10.9
9.1
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
+5,095
Week change
-1,179
4-week change
+2,208
13-week change
+6,159
Net as % of open interest
11.4%
Percentile, 1 year (52 weeks)
96
Percentile, 3 years (156 weeks)
99
Z-score, 52 weeks
1.45
COT Index, 3 years
89
52-week high of net
+6,274
52-week low of net
-4,182
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
7
5
Asset Manager/Institutional
25
15
Leveraged Funds
11
6
Other Reportables
0
-
Total reportable
48
34
Largest 4 traders, gross long
18.7%
Largest 4 traders, gross short
51.5%
Largest 8 traders, gross long
33.6%
Largest 8 traders, gross short
65.7%
Largest 4 traders, net long
18.7%
Largest 4 traders, net short
51.4%
Largest 8 traders, net long
33.4%
Largest 8 traders, net short
65.6%
Concentration is the share of open interest held by the largest traders, as published in the report.
Latest report, futures and options combined
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
6,868
22,108
57
-15,240
15.4
49.5
-34.2
Asset Manager/Institutional
19,186
12,761
1,425
+6,425
43.0
28.6
14.4
Leveraged Funds
8,163
3,068
17
+5,095
18.3
6.9
11.4
Other Reportables
0
328
0
-328
0.0
0.7
-0.7
Total reportable
35,716
39,764
-
-4,048
80.0
89.1
-9.1
Nonreportable
8,902
4,854
-
+4,048
20.0
10.9
9.1
The combined basis adds options converted to futures equivalents at exchange delta factors. The two bases are never mixed in one series; the history on this page is futures only.
Recent reports, net by category
Report date
Open interest
Dealer/Intermediary
Asset Manager/Institutional
Leveraged Funds
Other Reportables
Total reportable
Nonreportable
Tue 20 Oct 2026
44,618
-15,240
+6,425
+5,095
-328
-4,048
+4,048
Tue 13 Oct 2026
45,569
-16,003
+6,543
+6,274
-328
-3,514
+3,514
Tue 6 Oct 2026
48,725
-16,903
+9,330
+4,763
-328
-3,138
+3,138
Tue 29 Sep 2026
45,791
-13,983
+8,796
+974
-328
-4,541
+4,541
Tue 22 Sep 2026
42,274
-15,001
+9,245
+2,887
-328
-3,197
+3,197
Tue 15 Sep 2026
46,462
-11,526
+6,376
+881
-328
-4,597
+4,597
Tue 8 Sep 2026
39,371
-10,663
+6,034
+98
-328
-4,859
+4,859
Tue 1 Sep 2026
39,289
-11,263
+7,464
-431
-328
-4,558
+4,558
Tue 25 Aug 2026
39,343
-10,630
+7,010
-1,525
-328
-5,473
+5,473
Tue 18 Aug 2026
38,602
-9,128
+5,474
-1,985
-299
-5,938
+5,938
Spreading is calendar-spread positions. It prints as its own column and is not part of net. Percentile is the share of weeks in the window with a net at or below the current net. The COT Index places the current net within its 3-year range, 0 at the low and 100 at the high. Gauges print only when the window holds enough history. History is the series as currently published by the CFTC, including its corrections; first-release vintages are not kept. An extreme reading is a condition of crowding, not a buy or sell signal: speculative categories are trend followers and are usually largest near price extremes.
Source: CFTC Commitments of Traders, Traders in Financial Futures report, futures only unless stated. Positions as of Tue 20 Oct 2026, published Fri 23 Oct 2026.