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. |
|
|
|
 |
|
 |