E-MINI S&P COMMUNICATION INDEX COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +277 contracts in E-MINI S&P COMMUNICATION 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 COMMUNICATION INDEX - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
13874P
Contract unit
$250 X S&P Select Sector Communication Index
Open interest, contracts
18,383
Change in open interest, contracts
+313
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
3,064
17,233
19
-14,169
16.7
93.7
-77.1
Asset Manager/Institutional
13,622
0
32
+13,622
74.1
0.0
74.1
Leveraged Funds
277
0
0
+277
1.5
0.0
1.5
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
17,014
17,284
-
-270
92.6
94.0
-1.5
Nonreportable
1,369
1,099
-
+270
7.4
6.0
1.5
Leveraged Funds: position against its own history
Weekly net, last 76 reports
Leveraged Funds net, contracts
+277
Week change
+34
4-week change
-703
13-week change
-1,600
Net as % of open interest
1.5%
Percentile, 1 year (52 weeks)
54
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
0.27
COT Index, 3 years
-
52-week high of net
+2,151
52-week low of net
-2,864
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
-
8
Asset Manager/Institutional
9
0
Leveraged Funds
-
0
Other Reportables
0
0
Total reportable
13
10
Largest 4 traders, gross long
58.9%
Largest 4 traders, gross short
66.6%
Largest 8 traders, gross long
81.9%
Largest 8 traders, gross short
93.7%
Largest 4 traders, net long
58.8%
Largest 4 traders, net short
66.6%
Largest 8 traders, net long
81.6%
Largest 8 traders, net short
93.7%
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
3,064
17,233
19
-14,169
16.7
93.7
-77.1
Asset Manager/Institutional
13,622
0
32
+13,622
74.1
0.0
74.1
Leveraged Funds
277
0
0
+277
1.5
0.0
1.5
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
17,014
17,284
-
-270
92.6
94.0
-1.5
Nonreportable
1,369
1,099
-
+270
7.4
6.0
1.5
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
18,383
-14,169
+13,622
+277
+0
-270
+270
Tue 13 Oct 2026
18,070
-14,245
+13,622
+243
+0
-380
+380
Tue 6 Oct 2026
17,280
-14,601
+13,717
+130
+0
-754
+754
Tue 29 Sep 2026
16,703
-13,491
+12,299
+356
+0
-836
+836
Tue 22 Sep 2026
16,932
-14,255
+12,349
+980
+0
-926
+926
Tue 15 Sep 2026
20,343
-11,132
+9,800
+299
+0
-1,033
+1,033
Tue 8 Sep 2026
16,090
-10,652
+7,377
+463
+0
-2,812
+2,812
Tue 1 Sep 2026
16,874
-12,264
+8,791
+2,093
+0
-1,380
+1,380
Tue 25 Aug 2026
17,522
-12,851
+9,684
+2,151
+0
-1,016
+1,016
Tue 18 Aug 2026
16,934
-12,960
+10,820
+1,288
+0
-852
+852
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.