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CFTC_SP500_NONCOM_NET

E-mini S&P 500 speculator positioning (CFTC COT, non-commercial net)

cftclive

Official name: E-mini S&P 500 — Non-commercial Net (Long - Short)

Frequency: WeeklyUnits: Contracts1 006 observations

Latest value

-46132.0000

as of 2026-04-07

All-time percentile

43th

1-year change

+33.5%

all-time low: -447.05Kall-time high: 393.44K

Time series

Showing 261 of 261 data points

About this series

Net long-minus-short positioning of non-commercial traders (speculators) in E-mini S&P 500 futures, from the CFTC weekly Commitments of Traders report. Released Fridays with a 3-day lag (Tuesday snapshot).

Why it matters: Non-commercial traders are the "smart money / fast money" category — hedge funds, CTAs, other institutional speculators. Their net positioning in S&P futures has historically shown contrarian tendencies at extremes: when they are maximum long, the market tends to underperform; when they are maximum short, it tends to recover. Not a fast signal, but a regime-level one.

How to read it: Look at the level vs. its own range over the past 1-3 years. Absolute net positioning is less informative than percentile. Extreme positive readings = speculators maxed out long (stretched). Extreme negative readings = speculators maxed out short (contrarian buy signal historically). Pair with AAII to see if retail and pros agree or diverge.

Caveats: 3-day reporting lag makes this a weekly not real-time signal. Category definitions have changed slightly over time. E-mini contract size is smaller than the old full-size contract — historical comparisons need scaling.