Kilambi News
Wednesday, October 28, 2026

CME S&P 500 ANNUAL DIVIDEND INDEX Bank Participation

Wednesday, October 28, 2026

Bank positions in CME S&P 500 ANNUAL DIVIDEND INDEX: all-bank net -119,158 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 S&P 500 ANNUAL DIVIDEND INDEX
Months in dataset106
Coverage2018-01 to 2026-10
Months with a suppressed bank count72
Latest US bank net, contracts-39,564
Latest non-US bank net, contracts-79,594
Latest all-bank net, contracts-119,158

Bank positions, last 24 months

MonthUS banksUS longUS shortUS netNon-US banksNon-US longNon-US shortNon-US netAll banksAll net
2026-10suppressed76940,333-39,564suppressed4,27283,866-79,59411-119,158
2026-09suppressed76940,309-39,540suppressed4,71371,969-67,25611-106,796
2026-08suppressed76940,792-40,023suppressed3,25572,034-68,77911-108,802
2026-07suppressed76938,608-37,839suppressed3,46067,507-64,04711-101,886
2026-06suppressed76935,304-34,535suppressed7,27466,258-58,98411-93,519
2026-05suppressed72932,213-31,484suppressed11,38367,332-55,94911-87,433
2026-04suppressed79626,918-26,122suppressed11,79665,203-53,40711-79,529
2026-03suppressed79623,915-23,119suppressed13,65456,187-42,53310-65,652
2026-02suppressed75121,566-20,815suppressed10,41353,151-42,73810-63,553
2026-01suppressed76122,127-21,366suppressed10,24251,432-41,19010-62,556
2025-12suppressed93828,643-27,705suppressed12,95668,663-55,70710-83,412
2025-11suppressed93827,148-26,210suppressed11,17469,013-57,83911-84,049
2025-10suppressed93823,575-22,637suppressed8,14763,371-55,22411-77,861
2025-09suppressed93822,886-21,948suppressed6,01555,513-49,49811-71,446
2025-08suppressed93821,924-20,986suppressed5,48056,980-51,50011-72,486
2025-07suppressed93817,287-16,349suppressed5,55952,482-46,92311-63,272
2025-06suppressed93815,583-14,645suppressed5,29449,742-44,44811-59,093
2025-05suppressed95314,554-13,601suppressed4,99646,081-41,08511-54,686
2025-04suppressed1,29912,432-11,133suppressed9,59143,879-34,28811-45,421
2025-03suppressed1,29912,131-10,832suppressed6,78233,802-27,02011-37,852
2025-02suppressed1,29913,421-12,122suppressed6,35230,319-23,96711-36,089
2025-01suppressed1,29912,967-11,668suppressed7,48830,222-22,73411-34,402
2024-12suppressed2,26118,567-16,306suppressed7,13675,523-68,38711-84,693
2024-11suppressed2,26120,020-17,759suppressed7,60271,649-64,04711-81,806

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.