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
12/08/2015
505,005
(+8,574)
501,098
(+16,518)
71,922
(-45)
81,397
(-802)
82,401
(-5,906)
76,834
(-13,092)
689,577
(+2,623, +0.4%) 		+3,907 (-7,944, -67.0%) 62.66%
12/01/2015
496,431
(+8,023)
484,580
(+10,115)
71,967
(-367)
82,199
(-1,736)
88,307
(-3,877)
89,926
(-4,600)
685,208
(+3,779, +0.58%) 		+11,851 (-2,092, -15.0%) 68.29%
11/24/2015
488,408
(+3,319)
474,465
(+7,342)
72,334
(+805)
83,935
(-4,118)
92,184
(-5,082)
94,526
(-4,183)
678,277
(-958, -0.15%) 		+13,943 (-4,023, -22.4%) 69.78%
11/17/2015
485,089
(-12,817)
467,123
(-6,275)
71,529
(-2,262)
88,053
(-5,974)
97,266
(+5,154)
98,709
(+2,325)
680,871
(-9,925, -1.5%) 		+17,966 (-6,542, -26.7%) 72.63%
11/10/2015
497,906
(+3,518)
473,398
(+15,831)
73,791
(-1,093)
94,027
(-6,979)
92,112
(+9,722)
96,384
(+3,294)
689,592
(+12,147, +1.86%) 		+24,508 (-12,313, -33.4%) 77.27%
11/03/2015
494,388
(+9,960)
457,567
(+8,191)
74,884
(-3,244)
101,006
(-1,495)
82,390
(-4,527)
93,090
(-4,507)
671,878
(+2,189, +0.34%) 		+36,821 (+1,769, +5.0%) 86.0%
10/27/2015
484,428
(-15,830)
449,376
(-1,663)
78,128
(+4,357)
102,501
(-12,250)
86,917
(-20,000)
97,597
(-17,559)
668,152
(-31,473, -4.62%) 		+35,052 (-14,167, -28.8%) 84.75%
10/20/2015
500,258
(+6,659)
451,039
(+4,804)
73,771
(+3,288)
114,751
(+4,571)
106,917
(-4,473)
115,156
(-3,901)
700,025
(+5,474, +0.81%) 		+49,219 (+1,855, +3.9%) 94.8%
10/13/2015
493,599
(-1,658)
446,235
(+7,528)
70,483
(+826)
110,180
(-3,733)
111,390
(-4,718)
119,057
(-9,344)
692,719
(-5,550, -0.81%) 		+47,364 (-9,186, -16.2%) 93.48%
10/06/2015
495,257
(+18,231)
438,707
(-3,450)
69,657
(-7,431)
113,913
(+2,085)
116,108
(+2,207)
128,401
(+14,371)
696,897
(+13,007, +1.95%) 		+56,550 (+21,681, +62.2%) 100.0%
09/29/2015
477,026
(+3,768)
442,157
(+12,585)
77,088
(+3,884)
111,828
(-2,146)
113,901
(-2,414)
114,030
(-5,200)
686,659
(+5,238, +0.79%) 		+34,869 (-8,817, -20.2%) 93.12%
09/22/2015
473,258
(-165,099)
429,572
(-169,637)
73,204
(-6,123)
113,974
(-553)
116,315
(-58,979)
119,230
(-60,012)
679,965
(-230,201, -25.78%) 		+43,686 (+4,538, +11.6%) 100.0%
09/15/2015
638,357
(+70,114)
599,209
(+71,447)
79,327
(-5,735)
114,527
(-1,493)
175,294
(+834)
179,242
(-4,741)
921,243
(+65,213, +7.88%) 		+39,148 (-1,333, -3.3%) 98.93%
09/08/2015
568,243
(+24,943)
527,762
(+13,408)
85,062
(-629)
116,020
(+3,776)
174,460
(+10,272)
183,983
(+17,403)
848,170
(+34,586, +4.36%) 		+40,481 (+11,535, +39.9%) 100.0%
09/01/2015
543,300
(+33,655)
514,354
(+4,693)
85,691
(-11,576)
112,244
(+9,376)
164,188
(+12,224)
166,580
(+20,233)
816,628
(+34,303, +4.52%) 		+28,946 (+28,962, +181012.5%) 100.0%
08/25/2015
509,645
(+43,063)
509,661
(+60,873)
97,267
(+14,987)
102,868
(+3,412)
151,964
(+34,753)
146,347
(+28,518)
782,911
(+92,803, +13.93%) 		-16 (-17,810, -100.1%) 79.19%
08/18/2015
466,582
(+13,430)
448,788
(+12,052)
82,280
(+4,935)
99,456
(-2,098)
117,211
(-1,836)
117,829
(+6,575)
688,260
(+16,529, +2.54%) 		+17,794 (+1,378, +8.4%) 95.9%
08/11/2015
453,152
(+15,397)
436,736
(+6,064)
77,345
(-957)
101,554
(+7,509)
119,047
(+3,893)
111,254
(+4,760)
671,573
(+18,333, +2.9%) 		+16,416 (+9,333, +131.8%) 94.6%
08/04/2015
437,755
(-1,897)
430,672
(-5,793)
78,302
(-710)
94,045
(+3,692)
115,154
(+7,033)
106,494
(+6,528)
651,953
(+4,426, +0.71%) 		+7,083 (+3,896, +122.2%) 85.85%
07/28/2015
439,652
(+9,959)
436,465
(+12,163)
79,012
(-524)
90,353
(+1,945)
108,121
(+198)
99,966
(-4,477)
647,180
(+9,633, +1.56%) 		+3,187 (-2,204, -40.9%) 82.19%
07/21/2015
429,693
(-1,979)
424,302
(+7,067)
79,536
(+5,459)
88,408
(-1,801)
107,923
(-2,512)
104,443
(-4,297)
635,291
(+968, +0.16%) 		+5,391 (-9,046, -62.7%) 84.26%
07/14/2015
431,672
(-2,941)
417,235
(+4,791)
74,077
(-142)
90,209
(-11,036)
110,435
(-10,095)
108,740
(-6,933)
633,569
(-13,178, -2.09%) 		+14,437 (-7,732, -34.9%) 92.75%
07/07/2015
434,613
(+10,489)
412,444
(+1,508)
74,219
(-250)
101,245
(+3,966)
120,530
(+17,572)
115,673
(+22,336)
644,368
(+27,811, +4.62%) 		+22,169 (+8,981, +68.1%) 100.0%
06/30/2015
424,124
(+4,290)
410,936
(-4,717)
74,469
(-760)
97,279
(+12,531)
102,958
(+5,443)
93,337
(+1,160)
624,941
(+8,973, +1.51%) 		+13,188 (+9,007, +215.4%) 100.0%
06/23/2015
419,834
(-140,738)
415,653
(-144,685)
75,229
(-3,399)
84,748
(-3,508)
97,515
(-58,917)
92,177
(-54,861)
608,957
(-203,054, -25.52%) 		+4,181 (+3,947, +1686.8%) 100.0%
06/16/2015
560,572
(+46,506)
560,338
(+44,270)
78,628
(-586)
88,256
(-3,198)
156,432
(+24,261)
147,038
(+29,108)
818,130
(+70,181, +9.67%) 		+234 (+2,236, +111.7%) 98.02%
06/09/2015
514,066
(+34,251)
516,068
(+21,442)
79,214
(-3,322)
91,454
(+11,253)
132,171
(+14,766)
117,930
(+13,002)
744,892
(+45,695, +6.72%) 		-2,002 (+12,809, +86.5%) 86.65%
06/02/2015
479,815
(+10,978)
494,626
(+21,674)
82,536
(+3,724)
80,201
(-4,335)
117,405
(+3,260)
104,928
(+622)
699,436
(+17,962, +2.71%) 		-14,811 (-10,696, -259.9%) 73.11%
05/26/2015
468,837
(+939)
472,952
(-6,553)
78,812
(-5,054)
84,536
(+6,396)
114,145
(+5,367)
104,306
(+1,408)
685,015
(+1,252, +0.19%) 		-4,115 (+7,492, +64.5%) 79.69%
05/19/2015
467,898
(+9,390)
479,505
(+17,040)
83,866
(+3,269)
78,140
(-7,764)
108,778
(-5,414)
102,898
(-2,030)
683,932
(+7,245, +1.11%) 		-11,607 (-7,650, -193.3%) 72.25%
05/12/2015
458,508
(+7,081)
462,465
(+9,128)
80,597
(-1,635)
85,904
(-2,226)
114,192
(-2,616)
104,928
(-4,073)
674,672
(+2,830, +0.44%) 		-3,957 (-2,047, -107.2%) 79.84%
05/05/2015
451,427
(+1,667)
453,337
(-11,636)
82,232
(-5,964)
88,130
(+3,481)
116,808
(+6,066)
109,001
(+9,924)
669,417
(+1,769, +0.27%) 		-1,910 (+13,303, +87.4%) 81.88%
04/28/2015
449,760
(+7,580)
464,973
(+6,726)
88,196
(+1,963)
84,649
(-355)
110,742
(-339)
99,077
(+2,835)
667,287
(+9,204, +1.44%) 		-15,213 (+854, +5.3%) 68.67%
04/21/2015
442,180
(+2,895)
458,247
(+2,283)
86,233
(-68)
85,004
(-1,443)
111,081
(+3,624)
96,242
(+5,610)
658,194
(+6,451, +1.02%) 		-16,067 (+612, +3.7%) 67.83%
04/14/2015
439,285
(+7,667)
455,964
(+5,985)
86,301
(-247)
86,447
(-71)
107,457
(-1,813)
90,632
(-307)
648,744
(+5,607, +0.89%) 		-16,679 (+1,682, +9.2%) 67.22%
04/07/2015
431,618
(+5,642)
449,979
(+4,057)
86,548
(+127)
86,518
(-238)
109,270
(+6,468)
90,939
(+8,417)
643,859
(+12,237, +1.99%) 		-18,361 (+1,585, +7.9%) 65.55%
03/31/2015
425,976
(-2,205)
445,922
(-5,656)
86,421
(+1,458)
86,756
(+3,819)
102,802
(+5,568)
82,522
(+6,659)
635,500
(+4,821, +0.79%) 		-19,946 (+3,451, +14.7%) 63.98%
03/24/2015
428,181
(-192,132)
451,578
(-184,275)
84,963
(-11,119)
82,937
(-20,240)
97,234
(-68,543)
75,863
(-67,280)
629,452
(-271,794, -30.81%) 		-23,397 (-7,857, -50.6%) 60.55%
03/17/2015
620,313
(+75,051)
635,853
(+72,116)
96,082
(-4,262)
103,177
(-7,067)
165,777
(+345)
143,143
(+6,088)
904,970
(+71,134, +8.77%) 		-15,540 (+2,935, +15.9%) 68.35%
03/10/2015
545,262
(+47,856)
563,737
(+41,472)
100,344
(-794)
110,244
(+10,353)
165,432
(+29,954)
137,055
(+25,189)
830,808
(+77,016, +10.49%) 		-18,475 (+6,384, +25.7%) 65.44%
03/03/2015
497,406
(+9,436)
522,265
(+3,026)
101,138
(+3,228)
99,891
(+8,728)
135,478
(+7,377)
111,866
(+8,287)
754,597
(+20,041, +2.81%) 		-24,859 (+6,410, +20.5%) 59.1%
02/24/2015
487,970
(+22,288)
519,239
(+5,703)
97,910
(-7,039)
91,163
(+8,784)
128,101
(+6,852)
103,579
(+7,614)
729,019
(+22,101, +3.19%) 		-31,269 (+16,585, +34.7%) 52.74%
02/17/2015
465,682
(+1,808)
513,536
(+1,770)
104,949
(-1,649)
82,379
(-1,973)
121,249
(+2,703)
95,965
(+3,065)
705,929
(+2,862, +0.42%) 		-47,854 (+38, +0.1%) 36.28%
02/10/2015
463,874
(+4,391)
511,766
(+6,189)
106,598
(+2,798)
84,352
(-550)
118,546
(+7,728)
92,900
(+9,278)
703,790
(+14,917, +2.21%) 		-47,892 (-1,798, -3.9%) 36.25%
02/03/2015
459,483
(-3,346)
505,577
(-1,612)
103,800
(+1,843)
84,902
(+802)
110,818
(+18,178)
83,622
(+17,485)
689,848
(+16,675, +2.54%) 		-46,094 (-1,734, -3.9%) 38.03%
01/27/2015
462,829
(+4,948)
507,189
(-85)
101,957
(-1,212)
84,100
(+1,048)
92,640
(-4,165)
66,137
(-1,392)
672,635
(-429, -0.07%) 		-44,360 (+5,033, +10.2%) 39.75%
01/20/2015
457,881
(-8,309)
507,274
(-10,510)
103,169
(+1,513)
83,052
(+5,271)
96,805
(+9,784)
67,529
(+8,226)
671,899
(+2,988, +0.46%) 		-49,393 (+2,201, +4.3%) 34.76%
01/13/2015
466,190
(+5,008)
517,784
(-8,758)
101,656
(-4,616)
77,781
(+5,092)
87,021
(-3,042)
59,303
(+1,017)
671,513
(-2,650, -0.4%) 		-51,594 (+13,766, +21.1%) 31.48%
01/06/2015
461,182
(-6,898)
526,542
(+2,734)
106,272
(-628)
72,689
(-2,009)
90,063
(+2,002)
58,286
(-6,249)
675,726
(-5,524, -0.83%) 		-65,360 (-9,632, -17.3%) 18.28%
12/30/2014
468,080
(+941)
523,808
(+5,642)
106,900
(+991)
74,698
(-4,341)
88,061
(+6,196)
64,535
(+6,827)
677,927
(+8,128, +1.24%) 		-55,728 (-4,701, -9.2%) 27.52%
Price data: Database (11,647 records) Futures Continuous
COT data: CFTC • Updated weekly on Fridays