COT Report: S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE

Futures Only Positions as of 2026-07-28

Below is the Commitments of Traders (COT) report for S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (COT legacy report, futures only) with COT charts. This COT report for S&P 500 ANNUAL DIVIDEND INDEX is as of 2026-07-28. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS
Code-43874A
AS OF: 2026-07-28
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(S&P 500 ANNUAL DIVIDEND INDEX X $250) Open Interest: 386,505
145,654 62,705 21,581 215,297 301,099 382,532 385,385 3,973 1,120
Changes (Change In Open Interest: +4,729 )
+1,054 +935 +1,480 +2,296 +2,440 +4,830 +4,855 -101 -126
Percent of Open Interest for Each Category of Traders
37.7% 16.2% 5.6% 55.7% 77.9% 99.0% 99.7% 1.0% 0.3%
Number of Traders in Each Category (Total Traders: 83)
26 8 10 40 28 68 44    

Long vs. Short

Net Positions


Positions: Long



Positions: Short