S&P 500 ANNUAL DIVIDEND INDEX

S&P 500 ANNUAL DIVIDEND INDEX · CHICAGO MERCANTILE EXCHANGE · CFTC code 43874A · week ending 2026-10-06

Trader category

Range

Leveraged Money is net long 42.6% of open interest — elevated

Leveraged Money holds a net position of 177,336 contracts, or 42.6% of the 416,205 contracts of open interest, leaving the category net long. That is meaningfully above its three-year average, though short of an extreme (z = +1.14 and sits at 87 on a 0–100 scale of its three-year range). In contracts, the net position moved +1,357 while open interest moved −6,427 — short covering, with the move coming from shorts closing out rather than new buyers arriving. That is +0.97pp as a share of open interest.

Net position as a share of open interest

Leveraged Money · blue above the line is net long, red below is net short

Open interest

The denominator. Positioning shares mean little without knowing whether the market itself is growing or shrinking.

Z-score vs its own 3-year history

Shaded beyond ±2σ. Measures how unusual today's share is for this market.

COT Index (0–100)

Rank within the 3-year range. Shaded below 10 and above 90.

Weekly flow, adjusted for open interest

Change in the net share week over week, in percentage points of open interest.

Who is on the other side

Net share of open interest by trader group. The groups net to zero — every long is someone's short.

Dealer / Intermediary Asset Manager Leveraged Money Other Reportable Non-Reportable

The classic Commercial / Large Speculator split is not offered for financial futures. The CFTC's financial taxonomy (Dealer, Asset Manager, Leveraged Money) is a different cut rather than a subdivision of the legacy one, and no combination of its categories reproduces the legacy figures, so presenting one would be a guess.

Recent weeks (table view)

Week	Open interest	Net	Net % OI	Δ pp	Z	COT Idx
2026-10-06	416,205	177,336	42.61%	0.97	1.14	87
2026-09-29	422,632	175,979	41.64%	0.11	0.96	82
2026-09-22	419,330	174,161	41.53%	0.38	0.94	81
2026-09-15	418,005	172,032	41.16%	-0.08	0.88	79
2026-09-08	409,819	168,992	41.24%	1.42	0.89	80
2026-09-01	410,551	163,453	39.81%	-0.57	0.62	72
2026-08-25	405,377	163,684	40.38%	0.27	0.72	75
2026-08-18	405,410	162,606	40.11%	-2.38	0.66	74
2026-08-11	392,333	166,690	42.49%	-1.41	1.10	86
2026-08-04	390,350	171,340	43.89%	0.23	1.36	93
2026-07-28	386,505	168,763	43.66%	-0.28	1.32	92
2026-07-21	381,776	167,772	43.95%	-0.80	1.38	94