Positions as of Tue 5 Dec 2023 - report month 2023-12
| Market | CME S&P 500 TOTAL RETURN INDEX |
| Months in dataset | 67 |
| Coverage | 2018-06 to 2023-12 |
| Months with a suppressed bank count | 66 |
| Latest US bank net, contracts | -28,996 |
| Latest non-US bank net, contracts | +698 |
| Latest all-bank net, contracts | -28,298 |
Bank positions, last 24 months
| Month | US banks | US long | US short | US net | Non-US banks | Non-US long | Non-US short | Non-US net | All banks | All net |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12 | suppressed | 0 | 28,996 | -28,996 | suppressed | 3,198 | 2,500 | +698 | 5 | -28,298 |
| 2023-11 | suppressed | 0 | 28,996 | -28,996 | suppressed | 3,198 | 2,500 | +698 | 5 | -28,298 |
| 2023-10 | suppressed | 0 | 28,996 | -28,996 | suppressed | 3,198 | 2,500 | +698 | 5 | -28,298 |
| 2023-09 | suppressed | 0 | 28,996 | -28,996 | suppressed | 3,698 | 3,000 | +698 | 5 | -28,298 |
| 2023-08 | suppressed | 0 | 28,996 | -28,996 | suppressed | 3,698 | 3,000 | +698 | 5 | -28,298 |
| 2023-07 | suppressed | 0 | 28,996 | -28,996 | suppressed | 3,698 | 3,000 | +698 | 5 | -28,298 |
| 2023-06 | suppressed | 0 | 28,996 | -28,996 | suppressed | 3,698 | 3,000 | +698 | 5 | -28,298 |
| 2023-05 | suppressed | 0 | 28,996 | -28,996 | suppressed | 3,698 | 3,000 | +698 | 5 | -28,298 |
| 2023-04 | suppressed | 0 | 28,996 | -28,996 | suppressed | 3,698 | 3,000 | +698 | 5 | -28,298 |
| 2023-03 | suppressed | 0 | 28,312 | -28,312 | suppressed | 3,698 | 3,000 | +698 | 5 | -27,614 |
| 2023-02 | suppressed | 0 | 28,312 | -28,312 | suppressed | 3,698 | 3,000 | +698 | 5 | -27,614 |
| 2023-01 | suppressed | 0 | 28,312 | -28,312 | suppressed | 3,698 | 3,000 | +698 | 5 | -27,614 |
| 2022-12 | suppressed | 0 | 22,060 | -22,060 | suppressed | 3,698 | 9,101 | -5,403 | 7 | -27,463 |
| 2022-11 | suppressed | 0 | 22,060 | -22,060 | suppressed | 3,698 | 9,101 | -5,403 | 7 | -27,463 |
| 2022-10 | suppressed | 0 | 22,060 | -22,060 | suppressed | 3,698 | 9,101 | -5,403 | 7 | -27,463 |
| 2022-09 | suppressed | 0 | 26,268 | -26,268 | suppressed | 14,326 | 28,169 | -13,843 | 8 | -40,111 |
| 2022-08 | suppressed | 0 | 26,268 | -26,268 | suppressed | 14,326 | 28,169 | -13,843 | 8 | -40,111 |
| 2022-07 | suppressed | 0 | 26,268 | -26,268 | suppressed | 14,326 | 28,169 | -13,843 | 8 | -40,111 |
| 2022-06 | suppressed | 0 | 21,020 | -21,020 | suppressed | 18,066 | 35,609 | -17,543 | 8 | -38,563 |
| 2022-05 | suppressed | 0 | 21,020 | -21,020 | suppressed | 18,066 | 35,609 | -17,543 | 8 | -38,563 |
| 2022-04 | suppressed | 0 | 21,020 | -21,020 | suppressed | 18,066 | 35,609 | -17,543 | 8 | -38,563 |
| 2022-03 | suppressed | 2,000 | 8,301 | -6,301 | suppressed | 17,862 | 46,999 | -29,137 | 8 | -35,438 |
| 2022-02 | suppressed | 2,000 | 8,301 | -6,301 | suppressed | 17,862 | 46,999 | -29,137 | 8 | -35,438 |
| 2022-01 | suppressed | 2,000 | 8,301 | -6,301 | suppressed | 20,234 | 49,371 | -29,137 | 8 | -35,438 |
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 5 Dec 2023.