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

Futures Only Positions as of 2026-09-29

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 2026-09-29. 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: 2026-09-29
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: 422,632
142,296 63,458 33,954 242,515 324,019 418,765 421,431 3,867 1,201
Changes (Change In Open Interest: +3,302 )
+113 -93 +593 +2,302 +2,878 +3,008 +3,378 +294 -76
Percent of Open Interest for Each Category of Traders
33.7% 15.0% 8.0% 57.4% 76.7% 99.1% 99.7% 0.9% 0.3%
Number of Traders in Each Category (Total Traders: 84)
27 8 14 41 26 72 44    

Long vs. Short

Net Positions


Positions: Long



Positions: Short