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
02/07/2012
575,964
(+3,417)
574,005
(+3,599)
73,919
(-2,696)
102,558
(-6,629)
123,162
(-4,673)
96,481
(-923)
798,596
(-3,952, -0.51%) 		+1,959 (-182, -8.5%) 32.01%
01/31/2012
572,547
(-1,322)
570,406
(+11,491)
76,615
(+11,786)
109,187
(+3,662)
127,835
(-7)
97,404
(-4,696)
799,299
(+10,457, +1.36%) 		+2,141 (-12,813, -85.7%) 32.13%
01/24/2012
573,869
(+10,170)
558,915
(+15,060)
64,829
(+5,024)
105,525
(+74)
127,842
(+5,293)
102,100
(+5,353)
794,994
(+20,487, +2.75%) 		+14,954 (-4,890, -24.6%) 40.42%
01/17/2012
563,699
(+5,148)
543,855
(-2,094)
59,805
(-1,635)
105,451
(+4,978)
122,549
(+3,233)
96,747
(+3,863)
766,599
(+6,746, +0.91%) 		+19,844 (+7,242, +57.5%) 43.59%
01/10/2012
558,551
(-2,445)
545,949
(+1,005)
61,440
(+4,535)
100,473
(+5,457)
119,316
(-10,315)
92,884
(-14,688)
755,841
(-8,225, -1.1%) 		+12,602 (-3,450, -21.5%) 38.9%
01/03/2012
560,996
(+7,236)
544,944
(+20,166)
56,905
(+2,667)
95,016
(-3,711)
129,631
(+6,763)
107,572
(+212)
788,830
(+16,666, +2.28%) 		+16,052 (-12,930, -44.6%) 41.13%
12/27/2011
553,760
(+21,315)
524,778
(+9,796)
54,238
(-4,074)
98,727
(+3,152)
122,868
(-6,483)
107,360
(-2,191)
764,761
(+10,758, +1.49%) 		+28,982 (+11,519, +66.0%) 49.5%
12/20/2011
532,445
(-240,279)
514,982
(-236,043)
58,312
(-13,038)
95,575
(-11,389)
129,351
(-10,458)
109,551
(-16,343)
745,391
(-263,775, -26.81%) 		+17,463 (-4,236, -19.5%) 42.05%
12/13/2011
772,724
(+70,699)
751,025
(+79,757)
71,350
(+12,873)
106,964
(+4,384)
139,809
(+6,390)
125,894
(+5,821)
1,023,384
(+89,962, +10.06%) 		+21,699 (-9,058, -29.5%) 44.79%
12/06/2011
702,025
(+3,707)
671,268
(+22,163)
58,477
(+9,655)
102,580
(-6,845)
133,419
(+5,382)
120,073
(+3,426)
926,993
(+18,744, +2.14%) 		+30,757 (-18,456, -37.5%) 50.65%
11/29/2011
698,318
(+3,412)
649,105
(-658)
48,822
(-4,995)
109,425
(-1,319)
128,037
(-987)
116,647
(-593)
902,281
(-2,570, -0.29%) 		+49,213 (+4,070, +9.0%) 62.6%
11/22/2011
694,906
(+17,383)
649,763
(+8,280)
53,817
(-8,899)
110,744
(+2,605)
129,024
(+2,415)
117,240
(+15)
901,580
(+10,899, +1.26%) 		+45,143 (+9,103, +25.3%) 59.97%
11/15/2011
677,523
(+5,038)
641,483
(+17,858)
62,716
(+7,277)
108,139
(-1,259)
126,609
(+9,086)
117,225
(+4,801)
897,885
(+21,401, +2.53%) 		+36,040 (-12,820, -26.2%) 54.07%
11/08/2011
672,485
(+8,688)
623,625
(+10,147)
55,439
(-1,907)
109,398
(-4,150)
117,523
(+3,524)
112,424
(+4,308)
874,939
(+10,305, +1.23%) 		+48,860 (-1,459, -2.9%) 62.37%
11/01/2011
663,797
(-12,148)
613,478
(+2,527)
57,346
(+3,322)
113,548
(-5,195)
113,999
(-21,503)
108,116
(-27,661)
859,816
(-30,329, -3.5%) 		+50,319 (-14,675, -22.6%) 63.32%
10/25/2011
675,945
(-126)
610,951
(+10,394)
54,024
(+1,380)
118,743
(-4,517)
135,502
(-2,650)
135,777
(-7,274)
896,677
(-1,396, -0.16%) 		+64,994 (-10,520, -13.9%) 72.82%
10/18/2011
676,071
(+5,632)
600,557
(-1,589)
52,644
(-2,202)
123,260
(+4,848)
138,152
(+405)
143,051
(+577)
892,321
(+3,835, +0.44%) 		+75,514 (+7,221, +10.6%) 79.63%
10/11/2011
670,439
(-23,746)
602,146
(-28,034)
54,846
(-1,536)
118,412
(-5,674)
137,747
(-9,316)
142,474
(-890)
886,848
(-34,598, -3.85%) 		+68,293 (+4,288, +6.7%) 74.95%
10/04/2011
694,185
(+33,095)
630,180
(+46,059)
56,382
(-3,401)
124,086
(-3,678)
147,063
(+10,692)
143,364
(-1,995)
925,564
(+40,386, +4.71%) 		+64,005 (-12,964, -16.8%) 72.18%
09/27/2011
661,090
(+24,628)
584,121
(+25,266)
59,783
(+2,357)
127,764
(-895)
136,371
(-8,294)
145,359
(-5,680)
881,093
(+18,691, +2.23%) 		+76,969 (-638, -0.8%) 80.57%
09/20/2011
636,462
(-386,619)
558,855
(-357,241)
57,426
(-7,056)
128,659
(-34,612)
144,665
(-19,847)
151,039
(-21,670)
849,368
(-413,522, -33.03%) 		+77,607 (-29,378, -27.5%) 80.98%
09/13/2011
1,023,081
(+105,844)
916,096
(+96,101)
64,482
(+4,107)
163,271
(-5,221)
164,512
(+5,151)
172,709
(+24,224)
1,322,673
(+115,102, +10.12%) 		+106,985 (+9,743, +10.0%) 100.0%
09/06/2011
917,237
(+52,693)
819,995
(+56,756)
60,375
(+2,046)
168,492
(+2,249)
159,361
(+8,723)
148,485
(+4,455)
1,193,021
(+63,462, +5.91%) 		+97,242 (-4,063, -4.0%) 97.27%
08/30/2011
864,544
(+41,494)
763,239
(+17,164)
58,329
(-8,481)
166,243
(+14,940)
150,638
(+31,296)
144,030
(+32,205)
1,113,795
(+64,309, +6.37%) 		+101,305 (+24,330, +31.6%) 100.0%
08/23/2011
823,050
(+61,741)
746,075
(+52,985)
66,810
(+5,410)
151,303
(+17,923)
119,342
(+208)
111,825
(-3,548)
1,062,071
(+67,359, +7.15%) 		+76,975 (+8,756, +12.8%) 100.0%
08/16/2011
761,309
(+52,309)
693,090
(+14,829)
61,400
(-8,341)
133,380
(+16,570)
119,134
(-53,476)
115,373
(-40,907)
977,983
(-9,508, -1.0%) 		+68,219 (+37,480, +121.9%) 100.0%
08/09/2011
709,000
(+100,848)
678,261
(+46,822)
69,741
(-12,348)
116,810
(+30,309)
172,610
(+29,233)
156,280
(+40,602)
1,011,909
(+117,733, +14.12%) 		+30,739 (+54,026, +232.0%) 100.0%
08/02/2011
608,152
(+34,452)
631,439
(+32,010)
82,089
(+6,325)
86,501
(+924)
143,377
(+16,670)
115,678
(+24,512)
855,617
(+57,447, +7.4%) 		-23,287 (+2,442, +9.5%) 32.51%
07/26/2011
573,700
(-211)
599,429
(+4,363)
75,764
(+4,232)
85,577
(+1,165)
126,707
(+4,119)
91,166
(+2,613)
802,406
(+8,140, +1.06%) 		-25,729 (-4,574, -21.6%) 29.23%
07/19/2011
573,911
(+6,820)
595,066
(-4,730)
71,532
(-11,945)
84,412
(-463)
122,588
(-622)
88,553
(-555)
792,364
(-5,747, -0.74%) 		-21,155 (+11,550, +35.3%) 35.37%
07/12/2011
567,091
(+5,696)
599,796
(+34,418)
83,477
(+11,370)
84,875
(-10,780)
123,210
(+10,003)
89,108
(+3,432)
795,442
(+27,069, +3.63%) 		-32,705 (-28,722, -721.1%) 19.86%
07/05/2011
561,395
(-3,022)
565,378
(-14,048)
72,107
(+3,418)
95,655
(+10,444)
113,207
(-3,364)
85,676
(+636)
767,993
(-2,968, -0.4%) 		-3,983 (+11,026, +73.5%) 58.44%
06/28/2011
564,417
(+9,029)
579,426
(+4,665)
68,689
(-2,054)
85,211
(-2,962)
116,571
(-9,256)
85,040
(-3,984)
767,317
(-2,281, -0.3%) 		-15,009 (+4,364, +22.5%) 43.63%
06/21/2011
555,388
(-143,741)
574,761
(-141,452)
70,743
(-10,909)
88,173
(-13,155)
125,827
(-93,689)
89,024
(-93,733)
771,574
(-248,339, -24.83%) 		-19,373 (-2,289, -13.4%) 37.77%
06/14/2011
699,129
(+74,349)
716,213
(+69,777)
81,652
(-4,046)
101,328
(-7,480)
219,516
(+29,010)
182,757
(+37,016)
1,072,737
(+99,313, +11.02%) 		-17,084 (+4,572, +21.1%) 40.84%
06/07/2011
624,780
(+8,263)
646,436
(+8,650)
85,698
(-1,114)
108,808
(+1,910)
190,506
(+11,735)
145,741
(+8,324)
948,917
(+18,884, +2.14%) 		-21,656 (-387, -1.8%) 34.7%
05/31/2011
616,517
(+7,376)
637,786
(+5,515)
86,812
(+3,205)
106,898
(+7,064)
178,771
(+285)
137,417
(-1,712)
905,541
(+10,866, +1.25%) 		-21,269 (+1,861, +8.0%) 35.22%
05/24/2011
609,141
(+13,270)
632,271
(-3,579)
83,607
(+2,669)
99,834
(+13,972)
178,486
(+8,893)
139,129
(+14,439)
896,257
(+24,832, +2.93%) 		-23,130 (+16,849, +42.1%) 32.72%
05/17/2011
595,871
(+4,315)
635,850
(-885)
80,938
(-1,228)
85,862
(-2,034)
169,593
(-2,524)
124,690
(+3,482)
870,469
(+563, +0.07%) 		-39,979 (+5,200, +11.5%) 10.09%
05/10/2011
591,556
(-13,726)
636,735
(-16,038)
82,166
(-11,316)
87,896
(-3,839)
172,117
(+9,943)
121,208
(+4,778)
863,175
(-15,099, -1.75%) 		-45,179 (+2,312, +4.9%) 3.11%
05/03/2011
605,282
(-652)
652,773
(+15,883)
93,482
(+10,408)
91,735
(-3,493)
162,174
(-2,546)
116,430
(-5,179)
885,078
(+7,210, +0.84%) 		-47,491 (-16,535, -53.4%) 0.0%
04/26/2011
605,934
(+5,692)
636,890
(+33,749)
83,074
(+10,179)
95,228
(-11,422)
164,720
(-217)
121,609
(-6,675)
872,221
(+15,654, +1.87%) 		-30,956 (-28,057, -967.8%) 21.82%
04/19/2011
600,242
(+16,563)
603,141
(+1,966)
72,895
(-5,834)
106,650
(+5,268)
164,937
(+3,225)
128,284
(+6,722)
859,929
(+13,954, +1.69%) 		-2,899 (+14,597, +83.4%) 59.69%
04/12/2011
583,679
(+3,482)
601,175
(-9,537)
78,729
(-4,776)
101,382
(+7,809)
161,712
(+1,730)
121,562
(+2,163)
843,173
(+436, +0.05%) 		-17,496 (+13,019, +42.7%) 39.99%
04/05/2011
580,197
(-3,926)
610,712
(+15,605)
83,505
(+10,651)
93,573
(-2,050)
159,982
(+9,207)
119,399
(+2,377)
838,763
(+15,932, +1.97%) 		-30,515 (-19,531, -177.8%) 22.41%
03/29/2011
584,123
(-422)
595,107
(+19,782)
72,854
(+6,476)
95,623
(+2,395)
150,775
(+16,758)
117,022
(+634)
826,332
(+22,812, +2.91%) 		-10,984 (-20,204, -219.1%) 48.78%
03/22/2011
584,545
(-230,651)
575,325
(-234,911)
66,378
(-14,809)
93,228
(-10,473)
134,017
(-30,414)
116,388
(-30,489)
808,947
(-275,874, -26.01%) 		+9,220 (+4,260, +85.9%) 76.05%
03/15/2011
815,196
(+116,264)
810,236
(+94,491)
81,187
(+2,561)
103,701
(+6,009)
164,431
(+21,515)
146,877
(+39,841)
1,173,662
(+140,340, +15.25%) 		+4,960 (+21,773, +129.5%) 70.3%
03/08/2011
698,932
(+26,890)
715,745
(+20,689)
78,626
(-175)
97,692
(+1,217)
142,916
(+339)
107,036
(+5,148)
979,528
(+27,054, +3.03%) 		-16,813 (+6,201, +26.9%) 40.91%
03/01/2011
672,042
(+6,785)
695,056
(+21,303)
78,801
(-4,510)
96,475
(-4,863)
142,577
(+18,010)
101,888
(+3,843)
946,217
(+20,285, +2.32%) 		-23,014 (-14,518, -170.9%) 32.54%
Price data: Database (11,647 records) Futures Continuous
COT data: CFTC • Updated weekly on Fridays