E-MINI S&P FINANCIAL INDEX COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -3,368 contracts in E-MINI S&P FINANCIAL 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 FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
13874C
Contract unit
$250 X S&P Select Sector Financial Index Price
Open interest, contracts
65,477
Change in open interest, contracts
+182
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
41,241
59,140
0
-17,899
63.0
90.3
-27.3
Asset Manager/Institutional
20,517
200
0
+20,317
31.3
0.3
31.0
Leveraged Funds
1,711
5,079
0
-3,368
2.6
7.8
-5.1
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
63,469
64,419
-
-950
96.9
98.4
-1.5
Nonreportable
2,008
1,058
-
+950
3.1
1.6
1.5
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-3,368
Week change
-177
4-week change
+89
13-week change
-355
Net as % of open interest
-5.1%
Percentile, 1 year (52 weeks)
79
Percentile, 3 years (156 weeks)
44
Z-score, 52 weeks
0.88
COT Index, 3 years
49
52-week high of net
-2,584
52-week low of net
-7,526
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
10
10
Asset Manager/Institutional
12
-
Leveraged Funds
4
4
Other Reportables
0
0
Total reportable
26
15
Largest 4 traders, gross long
56.6%
Largest 4 traders, gross short
75.5%
Largest 8 traders, gross long
76.8%
Largest 8 traders, gross short
93.9%
Largest 4 traders, net long
56.6%
Largest 4 traders, net short
75.5%
Largest 8 traders, net long
76.8%
Largest 8 traders, net short
93.9%
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
41,241
59,140
0
-17,899
63.0
90.3
-27.3
Asset Manager/Institutional
20,517
200
0
+20,317
31.3
0.3
31.0
Leveraged Funds
1,711
5,079
0
-3,368
2.6
7.8
-5.1
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
63,469
64,419
-
-950
96.9
98.4
-1.5
Nonreportable
2,008
1,058
-
+950
3.1
1.6
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
65,477
-17,899
+20,317
-3,368
+0
-950
+950
Tue 13 Oct 2026
65,295
-15,568
+16,446
-3,191
+0
-2,313
+2,313
Tue 6 Oct 2026
62,552
-12,456
+15,427
-2,902
+0
+69
-69
Tue 29 Sep 2026
61,741
-12,726
+15,646
-3,231
+0
-311
+311
Tue 22 Sep 2026
60,747
-13,846
+15,793
-3,457
+0
-1,510
+1,510
Tue 15 Sep 2026
70,037
-13,970
+15,037
-2,926
+0
-1,859
+1,859
Tue 8 Sep 2026
62,735
-15,530
+17,319
-3,601
+0
-1,812
+1,812
Tue 1 Sep 2026
62,594
-15,543
+16,939
-3,933
+0
-2,537
+2,537
Tue 25 Aug 2026
66,950
-15,347
+17,097
-4,223
+0
-2,473
+2,473
Tue 18 Aug 2026
69,181
-14,966
+17,214
-3,730
+0
-1,482
+1,482
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.