E-MINI S&P REAL ESTATE INDEX COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -424 contracts in E-MINI S&P REAL ESTATE INDEX, positions as of Tue 16 Sep 2025.
Data as of Positions as of Tue 16 Sep 2025; published Fri 19 Sep 2025
Positions as of Tue 16 Sep 2025 - published Fri 19 Sep 2025 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
E-MINI S&P REAL ESTATE INDEX - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
13874R
Contract unit
$250 X S&P Real Estate Select Sector Index
Open interest, contracts
18,459
Change in open interest, contracts
+5,926
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
4,375
9,679
5,229
-5,304
23.7
52.4
-28.7
Asset Manager/Institutional
7,006
1,721
9
+5,285
38.0
9.3
28.6
Leveraged Funds
212
636
0
-424
1.1
3.4
-2.3
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
16,831
17,274
-
-443
91.2
93.6
-2.4
Nonreportable
1,628
1,185
-
+443
8.8
6.4
2.4
Leveraged Funds: position against its own history
Weekly net, last 28 reports
Leveraged Funds net, contracts
-424
Week change
+107
4-week change
-134
13-week change
+280
Net as % of open interest
-2.3%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+579
52-week low of net
-1,239
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
-
7
Asset Manager/Institutional
4
-
Other Reportables
0
0
Total reportable
14
13
Largest 4 traders, gross long
56.6%
Largest 4 traders, gross short
62.9%
Largest 8 traders, gross long
80.0%
Largest 8 traders, gross short
84.5%
Largest 4 traders, net long
45.8%
Largest 4 traders, net short
47.2%
Largest 8 traders, net long
62.8%
Largest 8 traders, net short
59.5%
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
4,375
9,679
5,229
-5,304
23.7
52.4
-28.7
Asset Manager/Institutional
7,006
1,721
9
+5,285
38.0
9.3
28.6
Leveraged Funds
212
636
0
-424
1.1
3.4
-2.3
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
16,831
17,274
-
-443
91.2
93.6
-2.4
Nonreportable
1,628
1,185
-
+443
8.8
6.4
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 16 Sep 2025
18,459
-5,304
+5,285
-424
+0
-443
+443
Tue 9 Sep 2025
12,533
-5,735
+5,369
-531
+0
-897
+897
Tue 17 Sep 2024
10,589
-2,552
+2,777
-988
+0
-763
+763
Tue 27 Aug 2024
8,290
-4,138
+2,962
-330
+204
-1,302
+1,302
Tue 20 Aug 2024
8,181
-4,088
+2,802
-290
+204
-1,372
+1,372
Tue 9 Jul 2024
7,629
-1,953
+1,584
-626
+392
-603
+603
Tue 2 Jul 2024
7,774
-1,252
+972
-593
+392
-481
+481
Tue 18 Jun 2024
15,939
-1,648
+507
-548
+392
-1,297
+1,297
Tue 11 Jun 2024
13,678
-1,861
+763
-256
+392
-962
+962
Tue 4 Jun 2024
13,911
-2,111
+567
+324
+392
-828
+828
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 16 Sep 2025, published Fri 19 Sep 2025.