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This Month in S&P 500 Futures Market
|
Long and Short Positions in CME S&P 500 Futures by Trader Category (in thousands) |
|||||||
| Long Position in S&P 500 by Trader Category | More Data | ||||||
|---|---|---|---|---|---|---|---|
| Most Recent | Month Ago | Year Ago | |||||
| 1/3/2012 | 1/10/2012 | 1/17/2012 | 1/24/2012 | 1/31/2012 | 12/27/2011 | 1/25/2011 | |
| Commercials | 153.7 | 158.7 | 159.1 | 170.8 | 163.4 | 146.3 | 200.0 |
| Non-commercials Total | 34.3 | 10.5 | 14.3 | 19.1 | 11.8 | 30.9 | 21.4 |
| Non-commercials | 33.1 | 9.4 | 13.0 | 17.9 | 10.5 | 29.6 | 20.0 |
| Non-commercials spread | 1.2 | 1.1 | 1.3 | 1.2 | 1.2 | 1.3 | 1.4 |
| Non-Reportables | 66.6 | 68.2 | 68.3 | 68.3 | 78.1 | 65.5 | 86.7 |
| Total | 254.6 | 237.4 | 241.8 | 258.3 | 253.3 | 242.6 | 308.0 |
| Short Position in S&P 500 by Trader Category | More Data | ||||||
| Most Recent | Month Ago | Year Ago | |||||
| 1/3/2012 | 1/10/2012 | 1/17/2012 | 1/24/2012 | 1/31/2012 | 12/27/2011 | 1/25/2011 | |
| Commercials | 170.0 | 169.9 | 173.7 | 185.3 | 192.1 | 160.1 | 243.7 |
| Non-commercials Total | 22.9 | 19.6 | 18.6 | 20.5 | 23.3 | 24.0 | 25.4 |
| Non-commercials | 21.7 | 18.4 | 17.3 | 19.3 | 22.0 | 22.7 | 24.0 |
| Non-commercials spread | 1.2 | 1.1 | 1.3 | 1.2 | 1.2 | 1.3 | 1.4 |
| Non-Reportables | 61.7 | 47.9 | 49.4 | 52.5 | 37.9 | 58.5 | 39.0 |
| Total | 254.6 | 237.4 | 241.8 | 258.3 | 253.3 | 242.6 | 308.0 |
Commercials and Non-commercials Positions in S&P 500 Futures
Commercials and Non-commercials Share of Total Open Interest in S&P 500 Futures
Commercials and Non-commercials Net Positions (Long : +; Short:-; % of Open Interest across all maturities) in S&P 500 Futures
Gross Concentration Ratio: Largest Four and Eight Traders Share of Total Open Interest in S&P 500 Futures
This Month in S&P 500 Futures & Options Market
|
Long and Short Positions in CME S&P 500 Futures & Options by Trader Category (in thousands) |
|||||||
| Long Position in S&P 500 by Trader Category | More Data | ||||||
|---|---|---|---|---|---|---|---|
| Most Recent | Month Ago | Year Ago | |||||
| 1/3/2012 | 1/10/2012 | 1/17/2012 | 1/24/2012 | 1/31/2012 | 12/27/2011 | 1/25/2011 | |
| Commercials | 181.7 | 193.5 | 196.8 | 204.0 | 200.9 | 174.6 | 232.7 |
| Non-commercials Total | 52.5 | 33.6 | 40.0 | 44.6 | 37.2 | 48.7 | 48.8 |
| Non-commercials | 33.7 | 9.9 | 13.3 | 18.3 | 10.5 | 30.0 | 20.6 |
| Non-commercials spread | 18.8 | 23.7 | 26.7 | 26.3 | 26.7 | 18.7 | 28.2 |
| Non-Reportables | 70.1 | 71.9 | 72.1 | 72.6 | 82.8 | 68.5 | 91.9 |
| Total | 304.4 | 299.0 | 308.9 | 321.2 | 320.9 | 291.8 | 373.4 |
| Short Position in S&P 500 by Trader Category | More Data | ||||||
| Most Recent | Month Ago | Year Ago | |||||
| 1/3/2012 | 1/10/2012 | 1/17/2012 | 1/24/2012 | 1/31/2012 | 12/27/2011 | 1/25/2011 | |
| Commercials | 198.8 | 204.2 | 210.7 | 218.7 | 229.9 | 189.5 | 274.6 |
| Non-commercials Total | 39.6 | 42.4 | 44.6 | 45.3 | 48.2 | 40.0 | 53.3 |
| Non-commercials | 20.8 | 18.7 | 17.9 | 19.0 | 21.5 | 21.3 | 25.1 |
| Non-commercials spread | 18.8 | 23.7 | 26.7 | 26.3 | 26.7 | 18.7 | 28.2 |
| Non-Reportables | 65.9 | 52.4 | 53.7 | 57.2 | 42.8 | 62.3 | 45.5 |
| Total | 304.4 | 299.0 | 308.9 | 321.2 | 320.9 | 291.8 | 373.4 |
Commercials and Non-commercials Positions in S&P 500 Futures & Options
Commercials and Non-commercials Share of Total Open Interest in S&P 500 Futures & Options
Commercials and Non-commercials Net Positions (Long : +; Short:-; % of Open Interest across all maturities) in S&P 500 Futures & Options
Gross Concentration Ratio: Largest Four and Eight Traders Share of Total Open Interest in S&P 500 Futures & Options
