MICRO E-MINI S&P 500 INDEX COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -16,247 contracts in MICRO E-MINI S&P 500 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
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
13874U
Contract unit
$5 X S&P 500 Index
Open interest, contracts
194,990
Change in open interest, contracts
+30,500
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
6,862
15,454
0
-8,592
3.5
7.9
-4.4
Asset Manager/Institutional
26,616
196
20
+26,420
13.6
0.1
13.5
Leveraged Funds
76,560
92,807
2,319
-16,247
39.3
47.6
-8.3
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
112,377
110,796
-
+1,581
57.6
56.8
0.8
Nonreportable
82,613
84,194
-
-1,581
42.4
43.2
-0.8
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-16,247
Week change
+1,671
4-week change
-15,828
13-week change
+48,240
Net as % of open interest
-8.3%
Percentile, 1 year (52 weeks)
50
Percentile, 3 years (156 weeks)
36
Z-score, 52 weeks
0.13
COT Index, 3 years
56
52-week high of net
+70,696
52-week low of net
-209,829
Traders and concentration
Category
Traders long
Traders short
Asset Manager/Institutional
9
-
Leveraged Funds
6
8
Other Reportables
0
0
Total reportable
20
17
Largest 4 traders, gross long
41.0%
Largest 4 traders, gross short
47.3%
Largest 8 traders, gross long
47.9%
Largest 8 traders, gross short
54.1%
Largest 4 traders, net long
40.4%
Largest 4 traders, net short
46.9%
Largest 8 traders, net long
47.4%
Largest 8 traders, net short
53.7%
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
6,862
15,454
0
-8,592
3.4
7.6
-4.2
Asset Manager/Institutional
26,616
510
86
+26,106
13.1
0.3
12.8
Leveraged Funds
77,201
92,318
6,190
-15,117
37.9
45.3
-7.4
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
116,954
114,557
-
+2,397
57.4
56.2
1.2
Nonreportable
86,848
89,245
-
-2,397
42.6
43.8
-1.2
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
194,990
-8,592
+26,420
-16,247
+0
+1,581
-1,581
Tue 13 Oct 2026
164,490
-8,063
+22,625
-17,918
-1,090
-4,446
+4,446
Tue 6 Oct 2026
175,502
-10,591
+26,866
-8,229
-1,090
+6,956
-6,956
Tue 29 Sep 2026
140,669
-10,440
+22,560
-15,181
-1,200
-4,261
+4,261
Tue 22 Sep 2026
130,433
-12,816
+22,158
-419
+0
+8,923
-8,923
Tue 15 Sep 2026
368,430
+211,432
+19,700
-186,883
-1,000
+43,249
-43,249
Tue 8 Sep 2026
356,989
+225,199
+20,817
-209,829
-1,085
+35,102
-35,102
Tue 1 Sep 2026
322,341
+195,147
+21,306
-168,727
-1,075
+46,651
-46,651
Tue 25 Aug 2026
292,624
+165,450
+17,477
-133,278
-1,065
+48,584
-48,584
Tue 18 Aug 2026
268,118
+107,824
+21,371
-80,330
+1,190
+50,055
-50,055
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.