CME dividend capture — median 1d pre-ex touch, 90% /30d touch rate over 20 ex-dates. Next ex-date, event history, after-tax calculator & simulator.
How this company returns cash to shareholders — buybacks, dividends, and stock splits.
How this company returns cash to shareholders — buybacks, dividends, and stock splits.
CME Group (CME) has touched its pre-ex close within 30 trading days in 90% of the last 20 ex-dividend events, with a median time-to-touch of 1 trading day (limit-order recovery basis). The dividend is below the typical daily price swing (signal-to-noise 0.50), meaning ordinary day-to-day noise can easily exceed the dividend itself.
Versus its sector, CME sits roughly in line with the Financial Services sector benchmark of 95%. The sector median time-to-touch is 1 trading day, matching the peer pace.
Historical base rates are not predictions; transaction costs, slippage, and ordinary-income tax on short holding periods can materially reduce realized profit.
Touch rate (30d)
90%
Median days-to-touch
1d
Signal-to-noise
0.50
TL;DR over the most recent 20 events.
| Metric | Value | vs sector |
|---|---|---|
| 30-day touch rate | 90% | -5pp vs sector |
| Median days-to-touch | 1d | in line with sector |
| Signal-to-noise (div / ATR) | 0.50 | +0.20 vs sector |
| Avg gap on ex-date | -0.84% | -0.25pp vs sector |
| Win rate at MOC exit | 45% | — |
| Median drawdown during hold | -3.92% | +0.48pp vs sector |
| Best / worst touch (days) | 1 / 22 | — |
The company has not declared a dividend, and we don't have enough recent history to extrapolate a reliable estimate.
Per-event gap on ex-date, the pre-ex close used as the touch target, trading days to first intraday highat or above that level, plus 5/30-day touch flags, drawdown and 5-day P&L for CME Group (CME). For a stricter close-at-bell exit timeline, use the simulator below (MOC mode). td = trading days from ex-date.
| Recovered 5d | Recovered 30d | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Q2 | $1.30 | -0.27% | $252.03 | 1 | yes | yes | -4.20% | +4.31% | |
| Q1 | $7.45 | -3.08% | $319.09 | >30 | no | no | -5.73% | +0.53% | |
| Q4 | $1.25 | -0.15% | $272.40 | 1 | yes | yes | -2.65% | -0.76% | |
| Q3 | $1.25 | -0.61% | $262.58 | 1 | yes | yes | -1.79% | -0.57% | |
| Q2 | $1.25 | -0.98% | $274.24 | 9 | no | yes | -4.02% | -2.00% | |
| Q1 | $1.25 | -0.50% | $254.04 | 1 | yes | yes | -1.39% | +2.32% | |
| Q4 | $5.80 | -3.14% | $239.21 | 22 | no | yes | -6.10% | -3.17% | |
| Q4 | $1.15 | -0.14% | $239.38 | 1 | yes | yes | -2.22% | -0.96% | |
| Q3 | $1.15 | -0.23% | $220.50 | 1 | yes | yes | -3.68% | -0.37% | |
| Q2 | $1.15 | -0.06% | $201.49 | 1 | yes | yes | -5.36% | -1.59% | |
| Q1 | $1.15 | 0.09% | $219.69 | 1 | yes | yes | -3.14% | +0.40% | |
| Q4 | $5.25 | -2.65% | $214.80 | >30 | no | no | -8.36% | -3.17% | |
| Q4 | $1.10 | -0.61% | $214.25 | 3 | yes | yes | -4.23% | -1.40% | |
| Q3 | $1.10 | 0.00% | $203.66 | 1 | yes | yes | -0.93% | +2.58% | |
| Q2 | $1.10 | -0.61% | $182.55 | 1 | yes | yes | -3.02% | +0.42% | |
| Q1 | $1.10 | -0.45% | $181.92 | 3 | yes | yes | -4.35% | +3.51% | |
| Q4 | $4.50 | -1.74% | $173.33 | 8 | no | yes | -3.91% | +0.72% | |
| Q4 | $1.00 | -0.62% | $176.00 | 1 | yes | yes | -3.94% | -1.44% | |
| Q3 | $1.00 | -0.77% | $200.34 | 1 | yes | yes | -9.17% | -4.28% | |
| Q2 | $1.00 | -0.22% | $199.57 | 1 | yes | yes | -2.20% | +2.36% |
First trading session whose intraday high reached the pre-ex close within the 30-day measurement window. td = trading days from ex-date.
| Touch window | Distribution | Count | Share |
|---|---|---|---|
| ≤ 1 day | 13 | 65% | |
| 2–3 days | 2 | 10% | |
| 4–5 days | 0 | 0% | |
| 6–10 days | 2 | 10% | |
| 11–30 days | 1 | 5% | |
| 30+ | 2 | 10% |
Pre-filled with CME's next expected dividend and recent close. Adjust tax rate, holding period and slippage to estimate after-tax capture yield.
U.S. ordinary-income rate (22-37%) applies on holds shorter than 61 days. Hold longer to qualify for the 0/15/20% qualified-dividend rate.
Replay every historical CME ex-dividend with two exit strategies: a GTC limit-order at the pre-ex close, or hold for N days and exit at MOC. Pick the window and quarter filter that matches your plan.
Linked to your history table
These backtests use the same ex-dividend rows as Dividend Capture History on this page — 20 events loaded.
Quarter filter is All — every row in the table above is included here. Change quarter below to match the slice you want to stress-test.
Sell back at the pre-ex close on the first intraday touch within the window. If it never touches, exit at MOC after the window expires (stop-loss).
Figures are gross — before tax, commissions, and slippage. Percents are per-event return on capital at entry (pre-ex close).
Avg P&L per trade (20 events)
+0.04%
Win rate (20 trades)
85%
Cumulative P&L
+0.78%
Buy & hold (same sample)
+48.94%
Best event
+0.72%
Worst event
-3.17%
Cumulative P&L (equity curve)
Vertical axis: cumulative sum of per-event % (same units as the headline cumulative). Hover the line for exact values.
Per-event P&L distribution
20 trades in this sample · bar height ∝ count in each bucket (gross % per event).
Scenario P&L by event · CME (20)
Scenario P&L — updates with exit mode, window, and quarter. History adds gap, touch, drawdown, and a fixed P&L 5d % (MOC). Same per-row % as that column only for MOC + 5d on the same rows. Oldest → newest, gross pre-ex close basis.
| Ex-date | P&L |
|---|---|
| +0.50% | |
| +0.50% | |
| +0.57% | |
| +0.72% | |
| +0.60% | |
| +0.60% | |
| +0.54% | |
| +0.51% | |
| -3.17% | |
| +0.52% | |
| +0.57% | |
| +0.52% | |
| +0.48% | |
| -3.17% | |
| +0.49% | |
| -2.00% | |
| +0.48% | |
| +0.46% | |
| +0.53% | |
| +0.52% |
Results are illustrative only and are not financial advice. Capture simulations use historical prices and simplified costs and tax assumptions. Actual fills, borrow fees, and market rules vary. Consult a qualified advisor before trading.
Deep-dives across the income statement, cash flow, capital return, and valuation
How this company returns cash to shareholders — buybacks, dividends, and stock splits.
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