E-MINI S&P CONSUMER DISC INDEX COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -1,517 contracts in E-MINI S&P CONSUMER DISC INDEX, positions as of Tue 2 Jun 2026.
Data as of Positions as of Tue 2 Jun 2026; published Fri 5 Jun 2026
Positions as of Tue 2 Jun 2026 - published Fri 5 Jun 2026 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
E-MINI S&P CONSUMER DISC INDEX - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
138747
Contract unit
$100 X S&P Select Sector Consumer Discretionary Index Price
Open interest, contracts
7,715
Change in open interest, contracts
+120
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
5,236
2,161
0
+3,075
67.9
28.0
39.9
Asset Manager/Institutional
880
2,252
101
-1,372
11.4
29.2
-17.8
Leveraged Funds
675
2,192
0
-1,517
8.7
28.4
-19.7
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
6,892
6,706
-
+186
89.3
86.9
2.4
Nonreportable
823
1,009
-
-186
10.7
13.1
-2.4
Leveraged Funds: position against its own history
Weekly net, last 6 reports
Leveraged Funds net, contracts
-1,517
Week change
-174
4-week change
-1,076
13-week change
-
Net as % of open interest
-19.7%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+61
52-week low of net
-1,517
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
5
4
Asset Manager/Institutional
-
4
Leveraged Funds
-
4
Other Reportables
0
0
Total reportable
9
12
Largest 4 traders, gross long
67.9%
Largest 4 traders, gross short
49.4%
Largest 8 traders, gross long
88.0%
Largest 8 traders, gross short
75.4%
Largest 4 traders, net long
67.9%
Largest 4 traders, net short
49.4%
Largest 8 traders, net long
88.0%
Largest 8 traders, net short
75.4%
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
5,236
2,161
0
+3,075
67.9
28.0
39.9
Asset Manager/Institutional
880
2,252
101
-1,372
11.4
29.2
-17.8
Leveraged Funds
675
2,192
0
-1,517
8.7
28.4
-19.7
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
6,892
6,706
-
+186
89.3
86.9
2.4
Nonreportable
823
1,009
-
-186
10.7
13.1
-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 2 Jun 2026
7,715
+3,075
-1,372
-1,517
+0
+186
-186
Tue 19 May 2026
7,595
+3,441
-1,886
-1,343
+0
+212
-212
Tue 12 May 2026
7,578
+3,754
-2,207
-1,326
+0
+221
-221
Tue 5 May 2026
6,925
+3,222
-2,554
-568
+0
+100
-100
Tue 21 Apr 2026
6,087
+2,063
-1,261
-441
+0
+361
-361
Tue 12 Jun 2018
8,645
+104
-805
+61
+45
-595
+595
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 2 Jun 2026, published Fri 5 Jun 2026.