Positioningweeklycontracts
S&P 500 net positioning
Index futures positioning separates hedging from speculation in the equity market. A crowded net short is the condition for a squeeze; a crowded net long removes the marginal buyer.
- Latest
- -133,228 contracts
- As of
- 22 Sept 2026
- Standard deviations
- -0.57
- Percentile
- 32nd percentile
The archive behind this
This page shows the last 30 days. S&P 500 net positioning has 178 readings in the warehouse, back to 2 May 2023. A plan opens the rest of it, with CSV export and the analyst.
See plans
Source
QuantNow Derived Research
Non-commercial long less non-commercial short positions in the CFTC Legacy Futures Only report for E-Mini S&P 500 Futures.
Informational research only. Nothing here is personalised investment advice.