Illustration for Structure of Open Interest of Large Futures Traders
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| 1. |
This table illustrates open
interest/percentage of top 5/top 10 traders of futures and
options contracts after market close. |
| 2. |
Numbers in parenthesis are the open
interest hold by "Specific Institutional investors"
ranked among top 5/top 10 traders. "Specific
Institutional investors" here are limited to securities
firms, foreign institutional investors, foreign omnibus
accounts securities investment trust funds operated by
Securities Investment Trust Enterprises ("SITE"),
the National Finance Stabilization Fund, the Civil Servant
Pension Fund, the Labor Pension Fund, the Labor Insurance
Fund, and the funds managed by the Directorate General of
Postal Remittances and Savings Banks, and other financial and
insurance institutions that engage in futures trading within
the bounds mandated by the competent authority. |
| 3. |
Data of Futures contracts are
distinguished to two types：Long and Short.
Besides, the open interest of MTX and TMF is combined with TX, ZEF combined with TE, and ZFF combined with TF, based on their relative contract sizes. |
| 4. |
Data of settlement are distinguished to
“weekly” , “Spot month” and “All Months”. |
| 5. |
Start Date：2004/07/01. |
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