E-MINI S&P INDUSTRIAL INDEX COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +883 contracts in E-MINI S&P INDUSTRIAL 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
13874F
Contract unit
$100 X S&P Select Sector Industrial Index Price
Open interest, contracts
12,722
Change in open interest, contracts
-156
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
1,632
9,299
0
-7,667
12.8
73.1
-60.3
Asset Manager/Institutional
7,767
1,355
0
+6,412
61.1
10.7
50.4
Leveraged Funds
1,745
862
0
+883
13.7
6.8
6.9
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
11,144
11,516
-
-372
87.6
90.5
-2.9
Nonreportable
1,578
1,206
-
+372
12.4
9.5
2.9
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
+883
Week change
+156
4-week change
+404
13-week change
+3,950
Net as % of open interest
6.9%
Percentile, 1 year (52 weeks)
98
Percentile, 3 years (156 weeks)
81
Z-score, 52 weeks
1.62
COT Index, 3 years
91
52-week high of net
+1,909
52-week low of net
-3,791
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
-
7
Asset Manager/Institutional
8
-
Other Reportables
0
0
Total reportable
14
12
Largest 4 traders, gross long
51.5%
Largest 4 traders, gross short
61.9%
Largest 8 traders, gross long
72.6%
Largest 8 traders, gross short
81.3%
Largest 4 traders, net long
51.5%
Largest 4 traders, net short
61.9%
Largest 8 traders, net long
72.6%
Largest 8 traders, net short
81.3%
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
1,632
9,299
0
-7,667
12.8
73.1
-60.3
Asset Manager/Institutional
7,767
1,355
0
+6,412
61.1
10.7
50.4
Leveraged Funds
1,745
862
0
+883
13.7
6.8
6.9
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
11,144
11,516
-
-372
87.6
90.5
-2.9
Nonreportable
1,578
1,206
-
+372
12.4
9.5
2.9
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
12,722
-7,667
+6,412
+883
+0
-372
+372
Tue 13 Oct 2026
12,878
-7,282
+6,327
+727
+0
-228
+228
Tue 6 Oct 2026
12,848
-7,654
+6,680
+636
+0
-338
+338
Tue 29 Sep 2026
12,955
-7,657
+6,598
+747
+0
-312
+312
Tue 22 Sep 2026
12,792
-7,673
+6,241
+479
+0
-953
+953
Tue 15 Sep 2026
18,945
-5,308
+7,745
-3,107
+0
-670
+670
Tue 8 Sep 2026
16,467
-4,036
+5,946
-3,591
+0
-1,681
+1,681
Tue 1 Sep 2026
15,464
-3,265
+5,260
-2,824
+0
-829
+829
Tue 25 Aug 2026
15,483
-3,355
+5,419
-3,194
+0
-1,130
+1,130
Tue 18 Aug 2026
15,208
-2,268
+5,419
-3,784
+0
-633
+633
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.