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
09/22/2020
369,163
(-67,322)
376,393
(-65,768)
69,926
(-9,529)
59,734
(-13,646)
54,678
(-25,910)
57,642
(-23,345)
502,173
(-102,761, -17.23%) 		-7,230 (-1,554, -27.4%) 49.13%
09/15/2020
436,485
(+32,127)
442,161
(+42,012)
79,455
(-3,430)
73,380
(-1,369)
80,588
(+11,463)
80,987
(-483)
620,388
(+40,160, +7.22%) 		-5,676 (-9,885, -234.9%) 50.32%
09/08/2020
404,358
(-9,492)
400,149
(-3,988)
82,885
(-5,089)
74,749
(-13,456)
69,125
(+1,538)
81,470
(+4,400)
577,671
(-13,043, -2.29%) 		+4,209 (-5,504, -56.7%) 57.85%
09/01/2020
413,850
(+2,949)
404,137
(+12,183)
87,974
(+6,017)
88,205
(-3,885)
67,587
(+497)
77,070
(+1,166)
590,438
(+9,463, +1.69%) 		+9,713 (-9,234, -48.7%) 62.05%
08/25/2020
410,901
(+7,982)
391,954
(-965)
81,957
(-1,685)
92,090
(+3,930)
67,090
(-1,641)
75,904
(+1,691)
579,474
(+4,656, +0.84%) 		+18,947 (+8,947, +89.5%) 69.09%
08/18/2020
402,919
(-184)
392,919
(+6,637)
83,642
(+5,323)
88,160
(+3,406)
68,731
(+915)
74,213
(-3,988)
574,834
(+6,054, +1.1%) 		+10,000 (-6,821, -40.6%) 62.27%
08/11/2020
403,103
(+2,995)
386,282
(+892)
78,319
(-931)
84,754
(-982)
67,816
(-774)
78,201
(+1,379)
566,508
(+1,290, +0.24%) 		+16,821 (+2,103, +14.3%) 67.47%
08/04/2020
400,108
(+1,396)
385,390
(+1,285)
79,250
(+3,939)
85,736
(+6,255)
68,590
(+5,569)
76,822
(+3,365)
559,277
(+10,904, +2.03%) 		+14,718 (+111, +0.8%) 65.87%
07/28/2020
398,712
(+3,763)
384,105
(+6,069)
75,311
(+136)
79,481
(-2,915)
63,021
(+3,416)
73,457
(+4,160)
551,791
(+7,315, +1.38%) 		+14,607 (-2,306, -13.6%) 65.78%
07/21/2020
394,949
(+1,784)
378,036
(+3,327)
75,175
(-878)
82,396
(+634)
59,605
(+3,341)
69,297
(+286)
542,138
(+4,247, +0.81%) 		+16,913 (-1,543, -8.4%) 67.54%
07/14/2020
393,165
(-540)
374,709
(+1,619)
76,053
(+2,955)
81,762
(+888)
56,264
(+1,072)
69,011
(+981)
536,906
(+3,487, +0.67%) 		+18,456 (-2,159, -10.5%) 68.72%
07/07/2020
393,705
(-4,841)
373,090
(-1,041)
73,098
(-452)
80,874
(-5,523)
55,192
(-705)
68,030
(+566)
533,758
(-5,998, -1.14%) 		+20,615 (-3,800, -15.6%) 70.36%
06/30/2020
398,546
(+2,463)
374,131
(+10,201)
73,550
(+6,947)
86,397
(+378)
55,897
(+7,394)
67,464
(+6,224)
538,487
(+16,804, +3.29%) 		+24,415 (-7,738, -24.1%) 73.26%
06/23/2020
396,083
(-159,316)
363,930
(-136,897)
66,603
(-2,835)
86,019
(-28,746)
48,503
(-94,860)
61,240
(-91,368)
520,654
(-257,011, -33.46%) 		+32,153 (-22,419, -41.1%) 79.16%
06/16/2020
555,399
(+32,295)
500,827
(+20,825)
69,438
(-5,532)
114,765
(+9,439)
143,363
(+12,125)
152,608
(+8,624)
812,088
(+38,888, +5.33%) 		+54,572 (+11,470, +26.6%) 96.25%
06/09/2020
523,104
(+10,226)
480,002
(+19,675)
74,970
(+2,205)
105,326
(-599)
131,238
(+89)
143,984
(-6,557)
766,888
(+12,520, +1.75%) 		+43,102 (-9,449, -18.0%) 87.5%
06/02/2020
512,878
(-1,662)
460,327
(+5,281)
72,765
(+6,852)
105,925
(+727)
131,149
(-2,244)
150,541
(-3,061)
750,830
(+2,946, +0.41%) 		+52,551 (-6,943, -11.7%) 94.71%
05/26/2020
514,540
(-3,398)
455,046
(-7,233)
65,913
(+1,922)
105,198
(+6,353)
133,393
(-54)
153,602
(-649)
748,823
(-1,530, -0.21%) 		+59,494 (+3,835, +6.9%) 100.0%
05/19/2020
517,938
(-7,637)
462,279
(-5,815)
63,991
(+1,901)
98,845
(+4,914)
133,447
(-302)
154,251
(-5,139)
748,020
(-6,038, -0.84%) 		+55,659 (-1,822, -3.2%) 98.59%
05/12/2020
525,575
(-2,932)
468,094
(-3,732)
62,090
(-4,435)
93,931
(-5,057)
133,749
(+5,679)
159,390
(+7,103)
753,246
(-1,688, -0.23%) 		+57,481 (+800, +1.4%) 100.0%
05/05/2020
528,507
(-83)
471,826
(-3,362)
66,525
(-5,323)
98,988
(-6,684)
128,070
(-4,058)
152,287
(+580)
750,913
(-9,464, -1.29%) 		+56,681 (+3,279, +6.1%) 100.0%
04/28/2020
528,590
(-12,073)
475,188
(-22,960)
71,848
(-2,186)
105,672
(+8,580)
132,128
(+4,311)
151,707
(+4,432)
764,991
(-9,948, -1.34%) 		+53,402 (+10,887, +25.6%) 100.0%
04/21/2020
540,663
(-7,549)
498,148
(+1,886)
74,034
(-1,261)
97,092
(-7,179)
127,817
(+4,210)
147,275
(+694)
774,339
(-4,600, -0.62%) 		+42,515 (-9,435, -18.2%) 92.37%
04/14/2020
548,212
(+1,003)
496,262
(-17,464)
75,295
(-1,602)
104,271
(+11,709)
123,607
(+1,050)
146,581
(+6,206)
777,289
(+451, +0.06%) 		+51,950 (+18,467, +55.2%) 100.0%
04/07/2020
547,209
(+10,985)
513,726
(-3,349)
76,897
(-5,578)
92,562
(+7,955)
122,557
(+9,728)
140,375
(+10,529)
772,134
(+15,135, +2.07%) 		+33,483 (+14,334, +74.9%) 100.0%
03/31/2020
536,224
(+23,671)
517,075
(+4,644)
82,475
(+5,613)
84,607
(+10,753)
112,829
(+22,087)
129,846
(+35,974)
754,083
(+51,371, +7.55%) 		+19,149 (+19,027, +15595.9%) 99.39%
03/24/2020
512,553
(-173,192)
512,431
(-181,357)
76,862
(-11,739)
73,854
(-2,821)
90,742
(-87,179)
93,872
(-87,933)
695,310
(-272,110, -28.57%) 		+122 (+8,165, +101.5%) 78.57%
03/17/2020
685,745
(+150,616)
693,788
(+164,686)
88,601
(+10,616)
76,675
(+894)
177,921
(+48,548)
181,805
(+44,201)
1,024,737
(+209,780, +28.25%) 		-8,043 (-14,070, -233.4%) 69.63%
03/10/2020
535,129
(+71,015)
529,102
(+57,696)
77,985
(+1,000)
75,781
(+1,207)
129,373
(+17,635)
137,604
(+30,747)
783,449
(+89,650, +13.73%) 		+6,027 (+13,319, +182.7%) 85.03%
03/03/2020
464,114
(+44,015)
471,406
(+28,175)
76,985
(-12,689)
74,574
(-1,257)
111,738
(+29,842)
106,857
(+34,250)
687,840
(+61,168, +10.34%) 		-7,292 (+15,840, +68.5%) 70.46%
02/25/2020
420,099
(-2,605)
443,231
(+4,346)
89,674
(-4,631)
75,831
(-8,634)
81,896
(+10,205)
72,607
(+7,258)
617,822
(+2,969, +0.5%) 		-23,132 (-6,951, -43.0%) 53.12%
02/18/2020
422,704
(+5,999)
438,885
(+6,630)
94,305
(+4,356)
84,465
(+4,130)
71,691
(-51)
65,349
(-456)
607,316
(+10,304, +1.78%) 		-16,181 (-631, -4.1%) 60.73%
02/11/2020
416,705
(+15,227)
432,255
(+13,938)
89,949
(+3,533)
80,335
(+4,158)
71,742
(+377)
65,805
(+1,040)
596,376
(+19,137, +3.42%) 		-15,550 (+1,289, +7.7%) 61.42%
02/04/2020
401,478
(-11,917)
418,317
(-7,728)
86,416
(+618)
76,177
(-2,719)
71,365
(+2,226)
64,765
(+1,373)
575,449
(-9,073, -1.6%) 		-16,839 (-4,189, -33.1%) 60.01%
01/28/2020
413,395
(-3,026)
426,045
(-4,839)
85,798
(+267)
78,896
(-2,059)
69,139
(+495)
63,392
(+4,635)
583,370
(-2,264, -0.4%) 		-12,650 (+1,813, +12.5%) 64.59%
01/21/2020
416,421
(+10,399)
430,884
(+7,266)
85,531
(+5,276)
80,955
(+9,205)
68,644
(+571)
58,757
(-226)
587,888
(+16,246, +2.93%) 		-14,463 (+3,133, +17.8%) 62.61%
01/14/2020
406,022
(+1,596)
423,618
(+7,927)
80,255
(-645)
71,750
(-3,608)
68,073
(+1,617)
58,983
(-1,750)
568,311
(+2,568, +0.47%) 		-17,596 (-6,331, -56.2%) 59.18%
01/07/2020
404,426
(+3,208)
415,691
(-5,817)
80,900
(-2,286)
75,358
(+2,239)
66,456
(-662)
60,733
(+3,838)
567,613
(+260, +0.05%) 		-11,265 (+9,025, +44.5%) 66.11%
12/31/2019
401,218
(+933)
421,508
(+5,692)
83,186
(+3,766)
73,119
(-126)
67,118
(+2,012)
56,895
(+1,145)
566,928
(+6,711, +1.23%) 		-20,290 (-4,759, -30.6%) 56.23%
12/24/2019
400,285
(-74,600)
415,816
(-81,275)
79,420
(-794)
73,245
(-5,140)
65,106
(-27,117)
55,750
(-16,096)
556,980
(-102,511, -15.84%) 		-15,531 (+6,675, +30.1%) 61.44%
12/17/2019
474,885
(+21,010)
497,091
(+40,017)
80,214
(+4,102)
78,385
(+194)
92,223
(+21,293)
71,846
(+6,195)
675,130
(+46,405, +7.72%) 		-22,206 (-19,007, -594.2%) 54.14%
12/10/2019
453,875
(+14,006)
457,074
(+17,568)
76,112
(-619)
78,191
(-4,490)
70,930
(+734)
65,651
(+1,043)
622,140
(+14,121, +2.41%) 		-3,199 (-3,562, -981.3%) 74.93%
12/03/2019
439,869
(+8,877)
439,506
(+4,573)
76,731
(-7,850)
82,681
(-1,896)
70,196
(-1,253)
64,608
(-2,902)
606,563
(-226, -0.04%) 		+363 (+4,304, +109.2%) 78.83%
11/26/2019
430,992
(+12,318)
434,933
(+13,460)
84,581
(+5,269)
84,577
(+6,436)
71,449
(+2,574)
67,510
(+263)
605,622
(+20,161, +3.56%) 		-3,941 (-1,142, -40.8%) 71.61%
11/19/2019
418,674
(+3,703)
421,473
(-800)
79,312
(+1,012)
78,141
(+3,577)
68,875
(+1,737)
67,247
(+3,676)
585,963
(+6,452, +1.15%) 		-2,799 (+4,503, +61.7%) 72.82%
11/12/2019
414,971
(+16,466)
422,273
(+16,829)
78,300
(+372)
74,564
(-365)
67,138
(+1,624)
63,571
(+1,997)
574,424
(+18,462, +3.41%) 		-7,302 (-363, -5.2%) 68.06%
11/05/2019
398,505
(+15,788)
405,444
(+9,184)
77,928
(-972)
74,929
(+3,094)
65,514
(-841)
61,574
(+1,697)
558,295
(+13,975, +2.65%) 		-6,939 (+6,604, +48.8%) 68.44%
10/29/2019
382,717
(+12,290)
396,260
(+15,767)
78,900
(+3,548)
71,835
(+2,722)
66,355
(+2,592)
59,877
(-59)
546,562
(+18,430, +3.62%) 		-13,543 (-3,477, -34.5%) 61.46%
10/22/2019
370,427
(+1,940)
380,493
(+2,063)
75,352
(+2,729)
69,113
(-51)
63,763
(-2,864)
59,936
(-206)
527,802
(+1,805, +0.36%) 		-10,066 (-123, -1.2%) 65.14%
10/15/2019
368,487
(+7,914)
378,430
(+2,361)
72,623
(+2,538)
69,164
(+8,029)
66,627
(-47)
60,142
(+14)
526,647
(+10,405, +2.09%) 		-9,943 (+5,553, +35.8%) 65.27%
Price data: Database (11,647 records) Futures Continuous
COT data: CFTC • Updated weekly on Fridays