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Illustration for Structure of Open Interest of Large Options Traders
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 Options contracts are distinguished to four types:Buy Call, Buy Put, Sell Call and Sell Put. Besides, open interest of all option series of different strike prices are aggregated for each type.
4. Data of settlement are distinguished to “weekly” , “Spot month” and “All Months”.
5. Start Date:2004/07/01.
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