Equity indices · Market page

S&P 500

Long exposure sits in the 52nd percentile. The lead participant net position changed −5.9K contracts over the latest week.

Positions as of1 Sept 2026Released 5 Sept 2026
ConditionNeutral rangeCondition held
3Y historical percentile52nd+1.01σ from the rolling mean
Net / open interest-16.1%Lead participant exposure
1-week flow−5.9K4-week flow −1.3K
Positioning historyS&P 500 exposure is measured against its own history.Lead participant rolling z-score
2026-09-01+1.01σ
-2σ0σ+2σ
2023-09-12Source: U.S. CFTC2026-09-01
ParticipantNet contractsRelative size
Asset managers+936.3K
Dealers−701.2K
Leveraged funds−334.4K
Non-reportables+105.4K
Other reportables−6K

CFTC participant categories vary by report family. The primary positioning series uses managed money for physical commodities and leveraged funds for financial futures.

Positioning bucketN4W positive8W positive12W positiveAvg 12W
z ≥ 2.0 (extreme long)3429.4%23.5%29.4%+4.11%
1.5 ≤ z < 2.05020.0%14.3%14.3%+4.72%
1.0 ≤ z < 1.57233.3%27.1%12.9%+3.65%
neutral (−1.0 < z < 1.0)47748.0%48.3%48.0%+3.17%
−1.5 < z ≤ −1.08868.2%64.8%75.0%+2.29%
−2.0 < z ≤ −1.53652.8%55.6%63.9%-0.40%
z ≤ −2.0 (extreme short)3076.7%73.3%65.5%+2.22%

Overlapping historical observations. Periods and sample sizes are shown so the comparison can be read in context.