Weekly · Commitments of Traders
US 500 COT report
Who is long and who is short CME futures on the US 500 index, from the weekly Commitments of Traders report: leveraged funds long, short and net, week by week for up to 3 years. Positions as of Tue 3 Nov 2026; the next report is due Mon 16 Nov at 3:30 PM ET (20:30 UTC).
Leveraged funds net position, 156 weeks
Teal = net long, purple = net short, contracts. One point per weekly report.
Long vs short this week
56 traders long, 73 traders short.
Week by week
| Report date | Long | Short | Net | Change | Net % of OI |
|---|---|---|---|---|---|
| Tue 3 Nov 2026 | 125,269 | 497,587 | −372,318 | +28,286 | -18.7 % |
| Tue 27 Oct 2026 | 102,079 | 502,683 | −400,604 | −29,359 | -20.5 % |
| Tue 20 Oct 2026 | 135,034 | 506,279 | −371,245 | +37,481 | -19.2 % |
| Tue 13 Oct 2026 | 121,404 | 530,130 | −408,726 | +6,361 | -21.2 % |
| Tue 6 Oct 2026 | 113,223 | 528,310 | −415,087 | −42,598 | -21.5 % |
| Tue 29 Sep 2026 | 125,453 | 497,942 | −372,489 | +3,085 | -19.6 % |
| Tue 22 Sep 2026 | 120,133 | 495,707 | −375,574 | −82,431 | -19.9 % |
| Tue 15 Sep 2026 | 161,176 | 454,319 | −293,143 | +47,961 | -12.0 % |
| Tue 8 Sep 2026 | 155,517 | 496,621 | −341,104 | −23,540 | -16.5 % |
| Tue 1 Sep 2026 | 165,311 | 482,875 | −317,564 | −2,360 | -15.5 % |
| Tue 25 Aug 2026 | 150,526 | 465,730 | −315,204 | −33,802 | -15.4 % |
| Tue 18 Aug 2026 | 166,291 | 447,693 | −281,402 | −956 | -13.6 % |
How to read the US 500 COT report
Every futures contract has a buyer and a seller, so the market as a whole is always flat. The report shows which group holds which side. Leveraged funds are hedge funds and other money managers that trade with borrowed money: the group most often read as speculative positioning in financial futures.
COT index: where this week's net position sits between the lowest (0) and highest (100) net position of the last 3 years (156 weekly reports). It is Swiftedge's own calculation. A reading near 0 or 100 means the group is about as one-sided as it has been in 3 years, which is context, not a forecast.
Asset managers (pension funds, mutual funds) usually hold large longs in index futures, and leveraged funds often hold the short side of relative-value trades, so a large net short is normal for this group.
This is the regulated US futures market (CME futures on the US 500 index), not the perpetual futures market shown live in Swiftedge Depth. The two usually move together, but positions are not the same.
COT for all 9 markets Watch US 500 live
FAQ
What is the US 500 COT report?
The CFTC's weekly Commitments of Traders report shows how different trader groups are positioned in CME futures on the US 500 index. This page shows leveraged funds: long, short and net contracts each week, and how that compares with the last 3 years.
When is the next US 500 COT report?
Each Tuesday's positions are published on Friday at 3:30 PM ET, or later in weeks with a US holiday. The next report is due Mon 16 Nov at 3:30 PM ET (20:30 UTC).
What does the COT index mean?
It places this week's net position between the lowest (0) and highest (100) of the last 156 weekly reports. It is Swiftedge's own calculation, shown only when there are 3 years of reports.