E-MINI S&P MATERIALS INDEX COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +1,366 contracts in E-MINI S&P MATERIALS 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 MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
13874H
Contract unit
$100 X S&P Select Sector Materials Index Price
Open interest, contracts
16,296
Change in open interest, contracts
+1,816
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
9,798
5,900
0
+3,898
60.1
36.2
23.9
Asset Manager/Institutional
3,631
8,604
453
-4,973
22.3
52.8
-30.5
Leveraged Funds
1,366
0
0
+1,366
8.4
0.0
8.4
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
15,248
14,957
-
+291
93.6
91.8
1.8
Nonreportable
1,048
1,339
-
-291
6.4
8.2
-1.8
Leveraged Funds: position against its own history
Weekly net, last 59 reports
Leveraged Funds net, contracts
+1,366
Week change
+1,135
4-week change
-48
13-week change
-1,001
Net as % of open interest
8.4%
Percentile, 1 year (52 weeks)
77
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
0.84
COT Index, 3 years
-
52-week high of net
+2,507
52-week low of net
-12,303
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
6
6
Asset Manager/Institutional
-
6
Leveraged Funds
-
0
Other Reportables
0
0
Total reportable
10
12
Largest 4 traders, gross long
73.8%
Largest 4 traders, gross short
59.1%
Largest 8 traders, gross long
90.5%
Largest 8 traders, gross short
79.6%
Largest 4 traders, net long
73.8%
Largest 4 traders, net short
59.1%
Largest 8 traders, net long
89.5%
Largest 8 traders, net short
78.2%
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
9,798
5,900
0
+3,898
60.1
36.2
23.9
Asset Manager/Institutional
3,631
8,604
453
-4,973
22.3
52.8
-30.5
Leveraged Funds
1,366
0
0
+1,366
8.4
0.0
8.4
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
15,248
14,957
-
+291
93.6
91.8
1.8
Nonreportable
1,048
1,339
-
-291
6.4
8.2
-1.8
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
16,296
+3,898
-4,973
+1,366
+0
+291
-291
Tue 17 Mar 2026
14,480
+1,974
-2,482
+231
+0
-277
+277
Tue 10 Mar 2026
11,045
+1,535
-2,290
+720
+0
-35
+35
Tue 3 Mar 2026
10,801
+369
-1,454
+782
+0
-303
+303
Tue 24 Feb 2026
10,741
+267
-1,819
+1,414
+0
-138
+138
Tue 17 Feb 2026
11,633
-244
-1,447
+1,513
+0
-178
+178
Tue 10 Feb 2026
12,721
+1,384
-2,820
+1,559
+0
+123
-123
Tue 3 Feb 2026
11,614
+3,289
-5,071
+1,783
+0
+1
-1
Tue 27 Jan 2026
11,076
+3,792
-5,787
+1,555
+0
-440
+440
Tue 20 Jan 2026
10,796
+4,938
-7,117
+1,752
+0
-427
+427
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.