S&P 500 ANNUAL DIVIDEND INDEX COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +189,482 contracts in S&P 500 ANNUAL DIVIDEND INDEX, positions as of Tue 20 Oct 2026.
Data as of Positions as of Tue 20 Oct 2026; published Fri 23 Oct 2026
Positions as of Tue 20 Oct 2026 - published Fri 23 Oct 2026 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
43874A
Contract unit
S&P 500 Annual Dividend Index X $250
Open interest, contracts
414,185
Change in open interest, contracts
-3,283
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
46,803
338,108
23,194
-291,305
11.3
81.6
-70.3
Asset Manager/Institutional
107,336
7,240
821
+100,096
25.9
1.7
24.2
Leveraged Funds
215,045
25,563
17,645
+189,482
51.9
6.2
45.7
Other Reportables
200
0
0
+200
0.0
0.0
0.0
Total reportable
411,044
412,571
-
-1,527
99.2
99.6
-0.4
Nonreportable
3,141
1,614
-
+1,527
0.8
0.4
0.4
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
+189,482
Week change
+10,782
4-week change
+15,321
13-week change
+21,710
Net as % of open interest
45.7%
Percentile, 1 year (52 weeks)
100
Percentile, 3 years (156 weeks)
100
Z-score, 52 weeks
1.54
COT Index, 3 years
100
52-week high of net
+189,482
52-week low of net
+81,365
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
13
17
Asset Manager/Institutional
16
-
Leveraged Funds
30
9
Other Reportables
-
0
Total reportable
76
46
Largest 4 traders, gross long
27.8%
Largest 4 traders, gross short
57.2%
Largest 8 traders, gross long
43.4%
Largest 8 traders, gross short
78.4%
Largest 4 traders, net long
27.7%
Largest 4 traders, net short
57.1%
Largest 8 traders, net long
43.3%
Largest 8 traders, net short
76.2%
Concentration is the share of open interest held by the largest traders, as published in the report.
Latest report, futures and options combined
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
47,859
354,748
119,032
-306,889
6.1
45.5
-39.4
Asset Manager/Institutional
108,113
7,240
2,693
+100,873
13.9
0.9
12.9
Leveraged Funds
219,647
15,335
277,979
+204,312
28.2
2.0
26.2
Other Reportables
200
0
0
+200
0.0
0.0
0.0
Total reportable
775,524
777,028
-
-1,504
99.6
99.8
-0.2
Nonreportable
3,423
1,919
-
+1,504
0.4
0.2
0.2
The combined basis adds options converted to futures equivalents at exchange delta factors. The two bases are never mixed in one series; the history on this page is futures only.
Recent reports, net by category
Report date
Open interest
Dealer/Intermediary
Asset Manager/Institutional
Leveraged Funds
Other Reportables
Total reportable
Nonreportable
Tue 20 Oct 2026
414,185
-291,305
+100,096
+189,482
+200
-1,527
+1,527
Tue 13 Oct 2026
417,468
-287,847
+107,582
+178,700
+200
-1,365
+1,365
Tue 6 Oct 2026
416,205
-288,014
+108,338
+177,336
+200
-2,140
+2,140
Tue 29 Sep 2026
422,632
-290,042
+111,197
+175,979
+200
-2,666
+2,666
Tue 22 Sep 2026
419,330
-286,910
+110,253
+174,161
+200
-2,296
+2,296
Tue 15 Sep 2026
418,005
-282,181
+107,503
+172,032
+200
-2,446
+2,446
Tue 8 Sep 2026
409,819
-277,048
+105,491
+168,992
+200
-2,365
+2,365
Tue 1 Sep 2026
410,551
-277,763
+111,514
+163,453
+200
-2,596
+2,596
Tue 25 Aug 2026
405,377
-276,170
+109,578
+163,684
+200
-2,708
+2,708
Tue 18 Aug 2026
405,410
-278,780
+113,117
+162,606
+200
-2,857
+2,857
Spreading is calendar-spread positions. It prints as its own column and is not part of net. Percentile is the share of weeks in the window with a net at or below the current net. The COT Index places the current net within its 3-year range, 0 at the low and 100 at the high. Gauges print only when the window holds enough history. History is the series as currently published by the CFTC, including its corrections; first-release vintages are not kept. An extreme reading is a condition of crowding, not a buy or sell signal: speculative categories are trend followers and are usually largest near price extremes.
Source: CFTC Commitments of Traders, Traders in Financial Futures report, futures only unless stated. Positions as of Tue 20 Oct 2026, published Fri 23 Oct 2026.