Equity indices · Market page

S&P 500

Long exposure sits in the 56th percentile. The lead participant net position changed +41.3K contracts over the latest week.

Positions as of21 Jul 2026Released 25 Jul 2026
ConditionPositioning reversalChanged this release
3Y historical percentile56th+1.37σ from the rolling mean
Net / open interest-16.8%Lead participant exposure
1-week flow+41.3K4-week flow +45.3K
Positioning historyS&P 500 exposure is measured against its own history.Lead participant rolling z-score
2026-07-21+1.37σ
-2σ0σ+2σ
2023-08-01Source: U.S. CFTC2026-07-21
ParticipantNet contractsRelative size
Asset managers+930.9K
Dealers−725K
Leveraged funds−329.3K
Non-reportables+120.5K
Other reportables+2.9K

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 < 2.04920.4%14.3%14.3%+4.72%
1.0 ≤ z < 1.57032.9%27.1%12.9%+3.65%
neutral (−1.0 < z < 1.0)47448.1%48.6%47.7%+3.17%
−1.5 < z ≤ −1.08868.2%64.4%74.4%+2.28%
−2.0 < z ≤ −1.53652.8%57.1%62.9%-0.44%
z ≤ −2.0 (extreme short)3076.7%72.4%65.5%+2.22%

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