E-MINI S&P CONSU STAPLES INDEX COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -208 contracts in E-MINI S&P CONSU STAPLES 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
138748
Contract unit
$100 X S&P Select Sector Consumer Staples Index Price
Open interest, contracts
25,317
Change in open interest, contracts
+2,888
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
11,554
9,334
0
+2,220
45.6
36.9
8.8
Asset Manager/Institutional
10,168
12,782
202
-2,614
40.2
50.5
-10.3
Leveraged Funds
1,156
1,364
0
-208
4.6
5.4
-0.8
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
23,080
23,682
-
-602
91.2
93.5
-2.4
Nonreportable
2,237
1,635
-
+602
8.8
6.5
2.4
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-208
Week change
+1,547
4-week change
-804
13-week change
+216
Net as % of open interest
-0.8%
Percentile, 1 year (52 weeks)
69
Percentile, 3 years (156 weeks)
39
Z-score, 52 weeks
0.46
COT Index, 3 years
69
52-week high of net
+4,762
52-week low of net
-11,170
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
6
5
Asset Manager/Institutional
4
6
Leveraged Funds
-
4
Other Reportables
0
0
Total reportable
12
15
Largest 4 traders, gross long
62.4%
Largest 4 traders, gross short
55.5%
Largest 8 traders, gross long
85.0%
Largest 8 traders, gross short
80.7%
Largest 4 traders, net long
62.4%
Largest 4 traders, net short
55.5%
Largest 8 traders, net long
85.0%
Largest 8 traders, net short
80.7%
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
11,554
9,334
0
+2,220
45.6
36.9
8.8
Asset Manager/Institutional
10,168
12,782
202
-2,614
40.2
50.5
-10.3
Leveraged Funds
1,156
1,364
0
-208
4.6
5.4
-0.8
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
23,080
23,682
-
-602
91.2
93.5
-2.4
Nonreportable
2,237
1,635
-
+602
8.8
6.5
2.4
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
25,317
+2,220
-2,614
-208
+0
-602
+602
Tue 13 Oct 2026
22,429
+5,458
-3,783
-1,755
+0
-80
+80
Tue 6 Oct 2026
22,044
+4,381
-3,731
-493
+0
+157
-157
Tue 29 Sep 2026
22,150
+4,047
-5,792
+147
+0
-1,598
+1,598
Tue 22 Sep 2026
19,467
+4,948
-4,727
+596
+0
+817
-817
Tue 15 Sep 2026
26,939
+5,038
-3,855
-1,585
+0
-402
+402
Tue 8 Sep 2026
21,628
+5,123
-3,958
-1,532
+0
-367
+367
Tue 1 Sep 2026
19,370
+4,637
-3,126
-2,103
+0
-592
+592
Tue 25 Aug 2026
19,439
+5,281
-3,613
-2,485
+0
-817
+817
Tue 18 Aug 2026
20,213
+2,452
-351
-2,202
+0
-101
+101
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.