S&P 500 QUARTERLY DIVIDEND IND COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +6,647 contracts in S&P 500 QUARTERLY DIVIDEND IND, 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 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
43874Q
Contract unit
S&P 500 Quarterly Dividend Index X $1000
Open interest, contracts
35,923
Change in open interest, contracts
+202
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
4,899
11,841
2,672
-6,942
13.6
33.0
-19.3
Asset Manager/Institutional
300
0
0
+300
0.8
0.0
0.8
Leveraged Funds
27,515
20,868
529
+6,647
76.6
58.1
18.5
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
35,915
35,910
-
+5
100.0
100.0
0.0
Nonreportable
8
13
-
-5
0.0
0.0
-0.0
Leveraged Funds: position against its own history
Weekly net, last 146 reports
Leveraged Funds net, contracts
+6,647
Week change
+76
4-week change
+1,420
13-week change
+1,234
Net as % of open interest
18.5%
Percentile, 1 year (52 weeks)
62
Percentile, 3 years (156 weeks)
38
Z-score, 52 weeks
0.13
COT Index, 3 years
29
52-week high of net
+13,022
52-week low of net
+655
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
8
7
Asset Manager/Institutional
-
0
Leveraged Funds
6
8
Other Reportables
0
0
Total reportable
19
19
Largest 4 traders, gross long
79.4%
Largest 4 traders, gross short
64.2%
Largest 8 traders, gross long
93.5%
Largest 8 traders, gross short
87.0%
Largest 4 traders, net long
76.2%
Largest 4 traders, net short
62.7%
Largest 8 traders, net long
88.0%
Largest 8 traders, net short
83.6%
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
4,899
11,841
2,672
-6,942
13.6
33.0
-19.3
Asset Manager/Institutional
300
0
0
+300
0.8
0.0
0.8
Leveraged Funds
27,515
20,868
529
+6,647
76.6
58.1
18.5
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
35,915
35,910
-
+5
100.0
100.0
0.0
Nonreportable
8
13
-
-5
0.0
0.0
-0.0
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
35,923
-6,942
+300
+6,647
+0
+5
-5
Tue 13 Oct 2026
35,721
-6,865
+300
+6,571
+0
+6
-6
Tue 6 Oct 2026
35,201
-6,120
+300
+5,826
+0
+6
-6
Tue 29 Sep 2026
34,763
-5,628
+300
+5,321
+0
-7
+7
Tue 22 Sep 2026
33,721
-5,534
+300
+5,227
+0
-7
+7
Tue 15 Sep 2026
53,121
-8,679
+1,030
+7,584
+75
+10
-10
Tue 8 Sep 2026
46,145
-4,951
+1,030
+3,881
+75
+35
-35
Tue 1 Sep 2026
46,152
-5,514
+1,030
+4,320
+200
+36
-36
Tue 25 Aug 2026
46,404
-6,788
+1,030
+5,594
+200
+36
-36
Tue 18 Aug 2026
44,935
-7,163
+1,030
+5,949
+200
+16
-16
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.