Kilambi News
Wednesday, October 28, 2026

CME ADJUSTED INT RATE S&P 500 TOTL Bank Participation

Wednesday, October 28, 2026

Bank positions in CME ADJUSTED INT RATE S&P 500 TOTL: all-bank net -111,260 contracts, positions as of Tue 6 Oct 2026.

Data as of Positions as of Tue 6 Oct 2026; report month 2026-10

Positions as of Tue 6 Oct 2026 - report month 2026-10

MarketCME ADJUSTED INT RATE S&P 500 TOTL
Months in dataset57
Coverage2022-02 to 2026-10
Months with a suppressed bank count57
Latest US bank net, contracts-29,893
Latest non-US bank net, contracts-81,367
Latest all-bank net, contracts-111,260

Bank positions, last 24 months

MonthUS banksUS longUS shortUS netNon-US banksNon-US longNon-US shortNon-US netAll banksAll net
2026-10suppressed59,63689,529-29,893suppressed137,796219,163-81,36714-111,260
2026-09suppressed91,94758,618+33,329suppressed121,664206,048-84,38414-51,055
2026-08suppressed65,29229,875+35,417suppressed141,216210,360-69,14414-33,727
2026-07suppressed76,06430,470+45,594suppressed106,200222,181-115,98114-70,387
2026-06suppressed87,26337,270+49,993suppressed94,375197,518-103,14314-53,150
2026-05suppressed81,98033,677+48,303suppressed93,554173,850-80,29614-31,993
2026-04suppressed73,97519,500+54,475suppressed70,686214,868-144,18214-89,707
2026-03suppressed48,70455,883-7,179suppressed100,369205,580-105,21114-112,390
2026-02suppressed38,79550,974-12,179suppressed114,551202,583-88,03214-100,211
2026-01suppressed42,35032,694+9,656suppressed115,711242,148-126,43714-116,781
2025-12suppressed50,21426,280+23,934suppressed179,578235,976-56,39814-32,464
2025-11suppressed45,42732,750+12,677suppressed166,874240,642-73,76814-61,091
2025-10suppressed43,03431,169+11,865suppressed137,218212,957-75,73914-63,874
2025-09suppressed28,02938,782-10,753suppressed122,274174,145-51,87114-62,624
2025-08suppressed29,82941,127-11,298suppressed127,744185,342-57,59814-68,896
2025-07suppressed30,92443,355-12,431suppressed102,236169,304-67,06813-79,499
2025-06suppressed39,61950,685-11,066suppressed117,302147,815-30,51314-41,579
2025-05suppressed33,84944,435-10,586suppressed108,276139,104-30,82814-41,414
2025-04suppressed19,67451,110-31,436suppressed73,224122,384-49,16013-80,596
2025-03suppressed23,33429,263-5,929suppressed102,350171,838-69,48813-75,417
2025-02suppressed25,17419,157+6,017suppressed111,474167,369-55,89513-49,878
2025-01suppressed27,32614,657+12,669suppressed118,597221,686-103,08913-90,420
2024-12suppressed21,35140,363-19,012suppressed131,039198,876-67,83713-86,849
2024-11suppressed23,35142,035-18,684suppressed96,383157,601-61,21813-79,902

Net is gross long minus gross short; the report publishes gross positions and the net is computed here. A suppressed bank count means the group held fewer than four banks that month; the split was withheld, not zero. Months where the split was withheld are part of the record and stay in the table.

Source: CFTC Bank Participation Report, monthly, futures. Positions as of Tue 6 Oct 2026.