# S&P 500 futures positioning: CFTC Traders in Financial Futures Source: SquawkFlow URL: https://squawkflow.com/positioning/sp500 Type: CFTC Traders in Financial Futures, futures-only report, weekly Report date: 2026-09-08 Publication date: 2026-09-11 Retrieved: 2026-09-15 03:54 ET > In the CFTC Traders in Financial Futures futures-only report for E-mini S&P 500 futures, positions held on Tuesday 2026-09-08 and published Friday 2026-09-11 were: asset manager and institutional net +912,361 contracts; leveraged funds net -341,104 contracts; dealer and intermediary net -685,342 contracts. Net is long minus short in contracts on this contract market. Against the 2026-09-01 report, the asset manager and institutional net changed by -21,819 contracts. > This is a weekly government report, not a market feed. Positions are > measured at the close of a Tuesday and published the following Friday. > Net is long minus short in contracts, an arithmetic difference between > two published counts, and a trader classification does not establish why > a position is held. --- ## E-mini S&P 500 futures Contract market code 13874A, $50 x S&P 500 index. Positions held Tuesday 2026-09-08, published Friday 2026-09-11. Total open interest 2,071,836 contracts. | Trader classification | Long | Short | Spreading | Net | Net change | | --- | --- | --- | --- | --- | --- | | Dealer and intermediary | 213,184 | 898,526 | 100,269 | -685,342 | +35,405 | | Asset manager and institutional | 1,153,305 | 240,944 | 85,028 | +912,361 | -21,819 | | Leveraged funds | 155,517 | 496,621 | 44,056 | -341,104 | -23,540 | | Other reportables | 56,464 | 68,432 | 551 | -11,968 | -6,045 | | Nonreportable positions | 263,462 | 137,409 | not published | +126,053 | +15,999 | Change is measured against the 2026-09-01 report, the week before the 2026-09-08 report shown here. History on file for this contract market: 104 weekly reports, 2024-09-17 to 2026-09-08. ## Micro E-mini S&P 500 futures Contract market code 13874U, $5 x S&P 500 index. Positions held Tuesday 2026-09-08, published Friday 2026-09-11. Total open interest 356,989 contracts. | Trader classification | Long | Short | Spreading | Net | Net change | | --- | --- | --- | --- | --- | --- | | Dealer and intermediary | 225,199 | 0 | 31 | +225,199 | +30,052 | | Asset manager and institutional | 24,328 | 3,511 | 1,556 | +20,817 | -489 | | Leveraged funds | 19,039 | 228,868 | 1,243 | -209,829 | -41,102 | | Other reportables | 0 | 1,085 | 0 | -1,085 | -10 | | Nonreportable positions | 85,593 | 120,695 | not published | -35,102 | +11,549 | Change is measured against the 2026-09-01 report, the week before the 2026-09-08 report shown here. History on file for this contract market: 104 weekly reports, 2024-09-17 to 2026-09-08. ## How to read this This page is a weekly reference, not a market feed. The CFTC measures positions at the close of Tuesday and releases the report at 3:30 p.m. Eastern on the following Friday, so the newest figure here is at least three days old when it first appears and stays the newest figure for a week. The CFTC publishes a report week on that week's Friday at 3:30 p.m. Eastern and moves the release later when a federal holiday falls between the Tuesday and the Friday. The publication date shown here is derived from that rule and reproduces every date on the release schedules the CFTC published for 2025 and 2026. Net is long minus short in contracts, an arithmetic difference between two published counts. It is not a sentiment reading. A trader classification describes the kind of firm the CFTC places in that bucket, based on its main business. It does not establish why any position is held, and this page does not attach a reason to one. These figures come from the futures-only report. The CFTC also publishes a futures and options combined report for the same contracts; it is a different dataset with different numbers, and the two are not mixed here. The E-mini and Micro E-mini are separate contract markets with different index multipliers. Their contract counts are reported side by side and are never added together. ## Trader classifications - **Dealer and intermediary.** Firms the CFTC describes as sell side dealers and intermediaries, including large banks and swap dealers. The classification is based on the firm's main business, not on any position it holds. - **Asset manager and institutional.** Institutional investors the CFTC groups here, including pension funds, endowments, insurance companies and mutual funds. The label describes the type of institution, not an intention. - **Leveraged funds.** Hedge funds and registered commodity trading advisors, commodity pool operators and unregistered funds as the CFTC classifies them. - **Other reportables.** Reportable traders that do not fit the other three reportable classifications. - **Nonreportable positions.** The remainder of open interest, held by traders below the CFTC reporting level. It is a residual, computed by the CFTC as total open interest minus the reportable positions, so it is not a group of identified firms. The CFTC publishes no spreading figure for it. ## Source Source: U.S. Commodity Futures Trading Commission, Traders in Financial Futures futures-only report, retrieved from the CFTC public reporting environment. CFTC government information is in the public domain; this page acknowledges the CFTC as the source and is not endorsed by it. - CFTC Commitments of Traders reports: https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm - Traders in Financial Futures explanatory notes: https://www.cftc.gov/idc/groups/public/%40commitmentsoftraders/documents/file/tfmexplanatorynotes.pdf - CFTC release schedule: https://www.cftc.gov/MarketReports/CommitmentsofTraders/ReleaseSchedule/index.htm Nothing on this page is a quote, a recommendation, or a forecast. Every figure is a count of contracts the CFTC published, carrying the date it describes. ## Citation Source: SquawkFlow, https://squawkflow.com/positioning/sp500 Retrieved: 2026-09-15 03:54 ET Attribution: cite the page URL rather than a copied number. Levels are recomputed every session, so a number without its date is wrong within a day. SquawkFlow publishes market-structure data and education. Nothing here is investment advice, a price target or a recommendation, and we have no order execution.