S&P 500 Consolidated COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -372,869 contracts in S&P 500 Consolidated, 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
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
13874+
Contract unit
S&P 500 Index X $50.00
Open interest, contracts
1,954,969
Change in open interest, contracts
+6,913
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
185,426
823,216
51,346
-637,790
9.5
42.1
-32.6
Asset Manager/Institutional
1,104,304
200,285
103,538
+904,019
56.5
10.2
46.2
Leveraged Funds
134,552
507,421
63,247
-372,869
6.9
26.0
-19.1
Other Reportables
58,950
60,900
328
-1,950
3.0
3.1
-0.1
Total reportable
1,701,691
1,810,282
-
-108,591
87.0
92.6
-5.6
Nonreportable
253,278
144,687
-
+108,591
13.0
7.4
5.6
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-372,869
Week change
+37,649
4-week change
+2,747
13-week change
-43,555
Net as % of open interest
-19.1%
Percentile, 1 year (52 weeks)
62
Percentile, 3 years (156 weeks)
35
Z-score, 52 weeks
0.25
COT Index, 3 years
45
52-week high of net
-230,392
52-week low of net
-523,882
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
40
30
Asset Manager/Institutional
168
40
Leveraged Funds
61
83
Other Reportables
15
11
Total reportable
331
259
Largest 4 traders, gross long
9.8%
Largest 4 traders, gross short
27.5%
Largest 8 traders, gross long
17.5%
Largest 8 traders, gross short
40.3%
Largest 4 traders, net long
9.5%
Largest 4 traders, net short
26.2%
Largest 8 traders, net long
16.2%
Largest 8 traders, net short
38.9%
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
179,510
823,223
213,545
-643,713
6.3
29.0
-22.7
Asset Manager/Institutional
1,097,218
202,754
139,086
+894,464
38.7
7.2
31.6
Leveraged Funds
140,081
488,755
694,586
-348,674
4.9
17.2
-12.3
Other Reportables
56,927
62,380
17,785
-5,453
2.0
2.2
-0.2
Total reportable
2,538,736
2,642,113
-
-103,377
89.6
93.2
-3.6
Nonreportable
295,834
192,457
-
+103,377
10.4
6.8
3.6
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
1,954,969
-637,790
+904,019
-372,869
-1,950
-108,591
+108,591
Tue 13 Oct 2026
1,948,056
-603,164
+918,097
-410,518
-11,188
-106,773
+106,772
Tue 6 Oct 2026
1,949,777
-601,900
+909,302
-415,909
-1,801
-110,309
+110,309
Tue 29 Sep 2026
1,909,989
-608,032
+906,259
-374,007
-31,864
-107,645
+107,645
Tue 22 Sep 2026
1,903,696
-635,484
+936,671
-375,616
-29,026
-103,455
+103,456
Tue 15 Sep 2026
2,483,362
-681,795
+906,654
-311,831
+27
-86,945
+86,945
Tue 8 Sep 2026
2,107,535
-662,822
+914,443
-362,087
-12,077
-122,542
+122,542
Tue 1 Sep 2026
2,079,148
-701,233
+936,311
-334,436
-6,031
-105,389
+105,389
Tue 25 Aug 2026
2,074,931
-744,491
+954,976
-328,532
-9,154
-127,201
+127,201
Tue 18 Aug 2026
2,099,170
-773,632
+962,703
-289,435
-18,743
-119,108
+119,108
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.