E-MINI S&P HEALTH CARE INDEX COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +1,311 contracts in E-MINI S&P HEALTH CARE 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
13874E
Contract unit
$100 X S&P Select Sector Health Care Index Price
Open interest, contracts
14,520
Change in open interest, contracts
+191
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
2,600
11,952
0
-9,352
17.9
82.3
-64.4
Asset Manager/Institutional
7,487
1,071
0
+6,416
51.6
7.4
44.2
Leveraged Funds
1,311
0
0
+1,311
9.0
0.0
9.0
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
11,398
13,023
-
-1,625
78.5
89.7
-11.2
Nonreportable
3,122
1,497
-
+1,625
21.5
10.3
11.2
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
+1,311
Week change
-243
4-week change
+119
13-week change
-941
Net as % of open interest
9.0%
Percentile, 1 year (52 weeks)
73
Percentile, 3 years (156 weeks)
59
Z-score, 52 weeks
0.64
COT Index, 3 years
71
52-week high of net
+3,594
52-week low of net
-4,245
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
-
8
Asset Manager/Institutional
9
-
Leveraged Funds
-
0
Other Reportables
0
0
Total reportable
13
10
Largest 4 traders, gross long
48.3%
Largest 4 traders, gross short
51.8%
Largest 8 traders, gross long
67.6%
Largest 8 traders, gross short
82.3%
Largest 4 traders, net long
48.3%
Largest 4 traders, net short
51.8%
Largest 8 traders, net long
67.6%
Largest 8 traders, net short
82.3%
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
2,600
11,952
0
-9,352
17.9
82.3
-64.4
Asset Manager/Institutional
7,487
1,071
0
+6,416
51.6
7.4
44.2
Leveraged Funds
1,311
0
0
+1,311
9.0
0.0
9.0
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
11,398
13,023
-
-1,625
78.5
89.7
-11.2
Nonreportable
3,122
1,497
-
+1,625
21.5
10.3
11.2
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
14,520
-9,352
+6,416
+1,311
+0
-1,625
+1,625
Tue 13 Oct 2026
14,329
-9,209
+6,496
+1,554
+0
-1,159
+1,159
Tue 6 Oct 2026
14,181
-8,606
+5,626
+1,311
+0
-1,669
+1,669
Tue 29 Sep 2026
14,167
-8,385
+5,523
+1,454
+0
-1,408
+1,408
Tue 22 Sep 2026
13,763
-8,184
+5,351
+1,192
+0
-1,641
+1,641
Tue 15 Sep 2026
22,225
-8,452
+5,979
+789
+0
-1,684
+1,684
Tue 8 Sep 2026
16,924
-8,339
+6,545
+804
+0
-990
+990
Tue 1 Sep 2026
16,712
-10,018
+7,087
+1,204
+0
-1,727
+1,727
Tue 25 Aug 2026
16,810
-10,221
+7,169
+1,513
+0
-1,539
+1,539
Tue 18 Aug 2026
16,805
-10,577
+7,360
+1,513
+0
-1,704
+1,704
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.