S&P 500 Consolidated

Futures Continuous es.c
Open Interest 1,997,951 (-547,000, -21.77%)
Commercial Net -88,575 (-144,462, -258.5%)
Large Spec Net -32,156 (+147,987)
Small Traders Net 120,730 (-3,525)
COT Index 30.55% As of 06/23/2026
Last Update 06/23 Weekly Report
S&P 500 Consolidated Price
Futures Continuous • D / W / M
S&P 500 Consolidated Valuation
vs Bonds, Gold, DXY
COT Positioning Chart
Net positions over time
S&P 500 Consolidated COT Index
Current positioning
0% = Lowest in 3 years | 50% = Middle | 100% = Highest
COT Positioning Trends
Line chart trends
Filter Historical Data
Historical COT Data
50 records with weekly changes
Date Commercials Large Speculators Small Traders Open Interest Net Commercial COT Index
Long Short Long Short Long Short
11/07/2017
485,980
(+6,510)
506,948
(-3,949)
118,541
(+4,212)
90,839
(+8,528)
79,043
(+2,564)
85,777
(+8,706)
715,963
(+13,286, +1.98%) 		-20,968 (+10,459, +33.3%) 36.41%
10/31/2017
479,470
(+8,633)
510,897
(+18,582)
114,329
(+566)
82,311
(-5,020)
76,479
(-1,052)
77,071
(-5,413)
701,203
(+8,147, +1.23%) 		-31,427 (-9,949, -46.3%) 27.83%
10/24/2017
470,837
(+18,704)
492,315
(+14,974)
113,763
(-2,672)
87,331
(+3,616)
77,531
(+561)
82,484
(-1,998)
692,744
(+16,593, +2.57%) 		-21,478 (+3,730, +14.8%) 36.0%
10/17/2017
452,133
(+4,559)
477,341
(+7,967)
116,435
(+682)
83,715
(-4,057)
76,970
(+922)
84,482
(+2,253)
669,706
(+6,163, +0.96%) 		-25,208 (-3,408, -15.6%) 32.94%
10/10/2017
447,574
(+11,709)
469,374
(+20,643)
115,753
(+2,209)
87,772
(-5,845)
76,048
(-2,512)
82,229
(-3,392)
665,557
(+11,406, +1.82%) 		-21,800 (-8,934, -69.4%) 35.73%
10/03/2017
435,865
(-10,167)
448,731
(-15,562)
113,544
(-6,796)
93,617
(-1,697)
78,560
(+4,990)
85,621
(+5,287)
650,232
(-11,973, -1.87%) 		-12,866 (+5,395, +29.5%) 43.06%
09/26/2017
446,032
(-9,938)
464,293
(-4,208)
120,340
(+2,753)
95,314
(-1,136)
73,570
(+2,777)
80,334
(+934)
657,752
(-4,408, -0.68%) 		-18,261 (-5,730, -45.7%) 38.63%
09/19/2017
455,970
(-116,804)
468,501
(-125,646)
117,587
(-4,387)
96,450
(+6,246)
70,793
(-10,540)
79,400
(-12,330)
661,762
(-131,731, -16.97%) 		-12,531 (+8,842, +41.4%) 43.33%
09/12/2017
572,774
(+56,500)
594,147
(+57,115)
121,974
(+9,862)
90,204
(+5,647)
81,333
(+8,666)
91,730
(+12,265)
810,813
(+75,028, +10.7%) 		-21,373 (-615, -3.0%) 36.08%
09/05/2017
516,274
(+24,257)
537,032
(+18,324)
112,112
(-10,986)
84,557
(-2,550)
72,667
(-6,346)
79,465
(-8,848)
735,493
(+6,925, +1.0%) 		-20,758 (+5,933, +22.2%) 36.59%
08/29/2017
492,017
(+12,521)
518,708
(+19,501)
123,098
(+7,007)
87,107
(-4,033)
79,013
(-941)
88,313
(+3,119)
731,582
(+18,587, +2.75%) 		-26,691 (-6,980, -35.4%) 31.72%
08/22/2017
479,496
(+16,624)
499,207
(+15,050)
116,091
(+1,144)
91,140
(+4,321)
79,954
(-3,722)
85,194
(-5,326)
713,658
(+14,046, +2.12%) 		-19,711 (+1,574, +7.4%) 37.44%
08/15/2017
462,872
(+1,764)
484,157
(+16,042)
114,947
(+5,973)
86,819
(-6,893)
83,676
(+4,034)
90,520
(+2,623)
695,177
(+11,771, +1.81%) 		-21,285 (-14,278, -203.8%) 36.15%
08/08/2017
461,108
(+13,134)
468,115
(+8,584)
108,974
(+1,754)
93,712
(+2,009)
79,642
(-4,033)
87,897
(+263)
681,713
(+10,855, +1.7%) 		-7,007 (+4,550, +39.4%) 47.87%
08/01/2017
447,974
(+12,472)
459,531
(+521)
107,220
(-825)
91,703
(+7,289)
83,675
(-345)
87,634
(+3,492)
668,674
(+11,302, +1.8%) 		-11,557 (+11,951, +50.8%) 44.13%
07/25/2017
435,502
(+13,747)
459,010
(+18,779)
108,045
(+790)
84,414
(-1,080)
84,020
(+7,454)
84,142
(+4,291)
654,894
(+21,991, +3.63%) 		-23,508 (-5,032, -27.2%) 34.33%
07/18/2017
421,755
(+10,427)
440,231
(+8,207)
107,255
(+4,975)
85,494
(+1,562)
76,566
(+821)
79,851
(+6,454)
631,177
(+16,223, +2.75%) 		-18,476 (+2,220, +10.7%) 38.46%
07/11/2017
411,328
(-3,303)
432,024
(+346)
102,280
(+2,428)
83,932
(+272)
75,745
(+2,234)
73,397
(+741)
614,457
(+1,359, +0.23%) 		-20,696 (-3,649, -21.4%) 36.64%
07/03/2017
414,631
(-3,120)
431,678
(+5,821)
99,852
(-664)
83,660
(-10,046)
73,511
(-1,165)
72,656
(-725)
613,110
(-4,949, -0.83%) 		-17,047 (-8,941, -110.3%) 39.63%
06/27/2017
417,751
(+1,482)
425,857
(+8,654)
100,516
(+4,170)
93,706
(+823)
74,676
(+1,193)
73,381
(-2,632)
616,094
(+6,845, +1.17%) 		-8,106 (-7,172, -767.9%) 46.96%
06/20/2017
416,269
(-132,509)
417,203
(-132,853)
96,346
(-14,121)
92,883
(-11,498)
73,483
(-12,610)
76,013
(-14,888)
605,483
(-159,240, -21.36%) 		-934 (+344, +26.9%) 52.85%
06/13/2017
548,778
(+62,980)
550,056
(+69,165)
110,467
(+2,433)
104,381
(+698)
86,093
(+5,537)
90,901
(+1,086)
785,893
(+70,950, +10.52%) 		-1,278 (-6,185, -126.0%) 52.57%
06/06/2017
485,798
(+5,850)
480,891
(+7,722)
108,034
(+3,043)
103,683
(+1,826)
80,556
(+428)
89,815
(-226)
706,889
(+9,321, +1.4%) 		+4,907 (-1,872, -27.6%) 57.64%
05/30/2017
479,948
(+4,471)
473,169
(+3,645)
104,991
(+2,009)
101,857
(+368)
80,128
(-2,966)
90,041
(-499)
695,192
(+3,514, +0.53%) 		+6,779 (+826, +13.9%) 59.17%
05/23/2017
475,477
(+5,524)
469,524
(-669)
102,982
(+1,416)
101,489
(+1,776)
83,094
(-682)
90,540
(+5,151)
691,817
(+6,258, +0.95%) 		+5,953 (+6,193, +2580.4%) 58.5%
05/16/2017
469,953
(+8,506)
470,193
(-1,948)
101,566
(-4,181)
99,713
(+5,576)
83,776
(+377)
85,389
(+1,073)
684,563
(+4,702, +0.72%) 		-240 (+10,454, +97.8%) 53.42%
05/09/2017
461,447
(+7,917)
472,141
(+8,540)
105,747
(-439)
94,137
(+4,330)
83,399
(+13,850)
84,316
(+8,459)
680,155
(+21,328, +3.39%) 		-10,694 (-623, -6.2%) 44.84%
05/02/2017
453,530
(+20,336)
463,601
(+1,558)
106,186
(-14,642)
89,807
(-2,358)
69,549
(-6,720)
75,857
(-225)
656,419
(-1,026, -0.16%) 		-10,071 (+18,778, +65.1%) 45.35%
04/25/2017
433,194
(+14,316)
462,043
(+10,663)
120,828
(-913)
92,165
(-265)
76,269
(-3,519)
76,082
(-516)
653,341
(+9,884, +1.59%) 		-28,849 (+3,653, +11.2%) 29.95%
04/18/2017
418,878
(+7,375)
451,380
(+6,227)
121,741
(+2,555)
92,430
(+2,007)
79,788
(+1,152)
76,598
(+2,849)
642,634
(+11,082, +1.82%) 		-32,502 (+1,148, +3.4%) 26.95%
04/11/2017
411,503
(+372)
445,153
(-877)
119,186
(+1,235)
90,423
(+3,996)
78,636
(-1,738)
73,749
(-3,250)
631,099
(-131, -0.02%) 		-33,650 (+1,249, +3.6%) 26.01%
04/04/2017
411,131
(+4,854)
446,030
(-12,980)
117,951
(-9,594)
86,427
(+3,406)
80,374
(+759)
76,999
(+5,592)
625,889
(-3,981, -0.65%) 		-34,899 (+17,834, +33.8%) 24.99%
03/28/2017
406,277
(-5,449)
459,010
(+15,687)
127,545
(+11,042)
83,021
(-5,709)
79,615
(+3,066)
71,407
(-1,318)
634,041
(+8,659, +1.43%) 		-52,733 (-21,136, -66.9%) 10.36%
03/21/2017
411,726
(-118,699)
443,323
(-136,130)
116,503
(-21,872)
88,730
(-8,922)
76,549
(-13,127)
72,725
(-8,646)
622,785
(-153,698, -20.26%) 		-31,597 (+17,431, +35.6%) 27.7%
03/14/2017
530,425
(+45,889)
579,453
(+59,340)
138,375
(+9,793)
97,652
(+3,543)
89,676
(+557)
81,371
(-6,644)
801,763
(+56,239, +8.01%) 		-49,028 (-13,451, -37.8%) 13.4%
03/07/2017
484,536
(+10,881)
520,113
(+30,886)
128,582
(+12,556)
94,109
(-1,618)
89,119
(+2,689)
88,015
(-3,143)
742,520
(+26,126, +3.86%) 		-35,577 (-20,005, -128.5%) 24.43%
02/28/2017
473,655
(-3,326)
489,227
(+6,991)
116,026
(+13,866)
95,727
(+2,007)
86,430
(+7,973)
91,158
(+9,515)
717,622
(+18,513, +2.82%) 		-15,572 (-10,317, -196.3%) 40.84%
02/21/2017
476,981
(+7,350)
482,236
(+4,237)
102,160
(+2,000)
93,720
(+6,403)
78,457
(-2,664)
81,643
(-3,954)
693,015
(+6,686, +1.03%) 		-5,255 (+3,113, +37.2%) 49.3%
02/14/2017
469,631
(+18,817)
477,999
(+15,017)
100,160
(+4,752)
87,317
(+1,083)
81,121
(+544)
85,597
(+8,014)
675,290
(+24,113, +3.85%) 		-8,368 (+3,800, +31.2%) 46.75%
02/07/2017
450,814
(+9,322)
462,982
(+3,868)
95,408
(-4,942)
86,234
(+1,051)
80,577
(+2,986)
77,583
(+2,447)
647,479
(+7,366, +1.19%) 		-12,168 (+5,454, +30.9%) 43.63%
01/31/2017
441,492
(+4,322)
459,114
(-574)
100,350
(+1,055)
85,183
(+2,164)
77,591
(-8,228)
75,136
(-4,442)
636,204
(-2,851, -0.46%) 		-17,622 (+4,896, +21.7%) 39.16%
01/24/2017
437,170
(+1,903)
459,688
(+14,190)
99,295
(+7,009)
83,019
(-358)
85,819
(+6,950)
79,578
(+2,032)
639,223
(+15,862, +2.62%) 		-22,518 (-12,287, -120.1%) 35.14%
01/17/2017
435,267
(-4,262)
445,498
(-7,111)
92,286
(+324)
83,377
(-2,168)
78,869
(+710)
77,546
(+6,050)
624,477
(-3,228, -0.53%) 		-10,231 (+2,849, +21.8%) 45.22%
01/10/2017
439,529
(+9,459)
452,609
(-1,300)
91,962
(-6,386)
85,545
(+8,108)
78,159
(-5,547)
71,496
(-9,282)
628,415
(-2,474, -0.4%) 		-13,080 (+10,759, +45.1%) 42.88%
01/03/2017
430,070
(+2,371)
453,909
(+19,160)
98,348
(+8,359)
77,437
(-5,898)
83,706
(+5,322)
80,778
(+2,791)
628,650
(+16,052, +2.69%) 		-23,839 (-16,789, -238.1%) 34.06%
12/27/2016
427,699
(-4,816)
434,749
(+2,980)
89,989
(+5,202)
83,335
(-2,467)
78,384
(+2,675)
77,987
(+2,547)
609,421
(+3,061, +0.52%) 		-7,050 (-7,796, -1045.0%) 47.83%
12/20/2016
432,515
(-96,808)
431,769
(-86,737)
84,787
(-11,895)
85,802
(-19,591)
75,709
(-45,632)
75,440
(-48,006)
607,961
(-154,335, -20.65%) 		+746 (-10,071, -93.1%) 54.23%
12/13/2016
529,323
(+44,794)
518,506
(+52,904)
96,682
(+5,607)
105,393
(-4,927)
121,341
(+14,465)
123,446
(+16,888)
779,925
(+64,866, +9.5%) 		+10,817 (-8,110, -42.8%) 62.49%
12/06/2016
484,529
(-4,288)
465,602
(-306)
91,075
(-5,883)
110,320
(-5,496)
106,876
(+6,436)
106,558
(+2,066)
702,523
(-3,735, -0.54%) 		+18,927 (-3,982, -17.4%) 69.14%
11/29/2016
488,817
(+15,401)
465,908
(+8,278)
96,958
(-178)
115,816
(+10,127)
100,440
(-3,976)
104,492
(-7,157)
707,887
(+11,247, +1.67%) 		+22,909 (+7,123, +45.1%) 72.41%
Price data: Database (11,647 records) Futures Continuous
COT data: CFTC • Updated weekly on Fridays