Spreadsheet: 7356da47-f1c9-47a3-a696-3e5c182cca14
Sheet: CME S&P 500 (SP)

 |  | Dealer intermediary |  | Asset Manager/ Institutional |  | Leveraged Funds |  | Other Reportable |  | Daily Average Large Trader Net Position Changes | Daily Average Trade Volume
Week Starting | Week Ending | "Buys" | "Sells" | "Buys" | "Sells" | "Buys" | "Sells" | "Buys" | "Sells"
2009-01-05 00:00:00 | 2009-01-09 00:00:00 | 5358 | 4800 | 2941 | 2674 | 1562 | 4676 | 598 | 687 | 11648 | 30232
2009-01-12 00:00:00 | 2009-01-16 00:00:00 | 9781 | 6717 | 1991 | 4127 | 3309 | 6737 | 721 | 389 | 16887 | 39920
2009-01-19 00:00:00 | 2009-01-23 00:00:00 | 10486 | 9089 | 2098 | 2832 | 2656 | 4754 | 129 | 1002 | 16523 | 36713
2009-01-26 00:00:00 | 2009-01-30 00:00:00 | 4562 | 5259 | 2400 | 3453 | 3395 | 3998 | 545 | 145 | 11879 | 30306
2009-02-02 00:00:00 | 2009-02-06 00:00:00 | 5441 | 5996 | 2700 | 2236 | 3283 | 1959 | 334 | 162 | 11055 | 29872
2009-02-09 00:00:00 | 2009-02-13 00:00:00 | 7497 | 5889 | 1174 | 3726 | 2544 | 5089 | 407 | 313 | 13319 | 37035
2009-02-16 00:00:00 | 2009-02-20 00:00:00 | 4595 | 4184 | 3679 | 6061 | 5921 | 6148 | 3889 | 979 | 17728 | 46339
2009-02-23 00:00:00 | 2009-02-27 00:00:00 | 1927 | 2077 | 2390 | 5180 | 5323 | 5166 | 892 | 1692 | 12324 | 44879
2009-03-02 00:00:00 | 2009-03-06 00:00:00 | 5189 | 3751 | 3514 | 7298 | 5485 | 7156 | 1472 | 566 | 17215 | 78001
2009-03-09 00:00:00 | 2009-03-13 00:00:00 | 6060 | 8655 | 7923 | 4027 | 4349 | 2910 | 905 | 454 | 17641 | 157045
2009-03-16 00:00:00 | 2009-03-20 00:00:00 | 9797 | 7971 | 4178 | 4688 | 9411 | 8218 | 405 | 587 | 22628 | 128090
2009-03-23 00:00:00 | 2009-03-27 00:00:00 | 31065 | 33789 | 3760 | 5300 | 24801 | 12274 | 694 | 2000 | 56841 | 29575
2009-03-30 00:00:00 | 2009-04-03 00:00:00 | 4346 | 3303 | 2858 | 2837 | 2828 | 3298 | 390 | 483 | 10171 | 29704
2009-04-06 00:00:00 | 2009-04-10 00:00:00 | 2129 | 1843 | 1741 | 1893 | 1781 | 1957 | 201 | 176 | 5860 | 20196
2009-04-13 00:00:00 | 2009-04-17 00:00:00 | 4577 | 4703 | 1285 | 2611 | 3355 | 2952 | 222 | 352 | 10029 | 21618
2009-04-20 00:00:00 | 2009-04-24 00:00:00 | 5462 | 5525 | 3349 | 2570 | 1935 | 3606 | 232 | 214 | 11447 | 34068
2009-04-27 00:00:00 | 2009-05-01 00:00:00 | 3226 | 3249 | 2119 | 2280 | 1774 | 1390 | 708 | 601 | 7673 | 26875
2009-05-04 00:00:00 | 2009-05-08 00:00:00 | 3557 | 3644 | 4160 | 1869 | 1527 | 2131 | 931 | 514 | 9167 | 28768
2009-05-11 00:00:00 | 2009-05-15 00:00:00 | 2896 | 1652 | 1469 | 2377 | 4913 | 5688 | 685 | 597 | 10139 | 25250
2009-05-18 00:00:00 | 2009-05-22 00:00:00 | 3331 | 3130 | 1504 | 1721 | 818 | 2338 | 564 | 539 | 6972 | 23277
2009-05-25 00:00:00 | 2009-05-29 00:00:00 | 1075 | 1691 | 2185 | 2801 | 1871 | 1741 | 814 | 398 | 6287 | 31042
2009-06-01 00:00:00 | 2009-06-05 00:00:00 | 2939 | 2687 | 2716 | 1759 | 1135 | 1766 | 547 | 611 | 7080 | 38521
2009-06-08 00:00:00 | 2009-06-12 00:00:00 | 5914 | 5953 | 2219 | 2762 | 1744 | 1499 | 301 | 428 | 10410 | 143021
2009-06-15 00:00:00 | 2009-06-19 00:00:00 | 7897 | 4666 | 4051 | 2728 | 3952 | 8219 | 507 | 939 | 16480 | 110537
2009-06-22 00:00:00 | 2009-06-26 00:00:00 | 17501 | 16162 | 5761 | 1578 | 4907 | 6518 | 1741 | 1723 | 27945 | 24207
2009-06-29 00:00:00 | 2009-07-03 00:00:00 | 8080 | 5088 | 1260 | 2376 | 1244 | 3038 | 419 | 907 | 11205 | 26199
2009-07-06 00:00:00 | 2009-07-10 00:00:00 | 3387 | 2917 | 1444 | 2452 | 1689 | 2408 | 162 | 121 | 7290 | 21650
2009-07-13 00:00:00 | 2009-07-17 00:00:00 | 3483 | 3680 | 1605 | 1154 | 3219 | 2590 | 124 | 282 | 8068 | 21766
2009-07-20 00:00:00 | 2009-07-24 00:00:00 | 2781 | 2750 | 1255 | 1093 | 2086 | 2299 | 212 | 102 | 6290 | 18614
2009-07-27 00:00:00 | 2009-07-31 00:00:00 | 1994 | 1898 | 1945 | 1255 | 1650 | 1832 | 287 | 395 | 5628 | 18932
2009-08-03 00:00:00 | 2009-08-07 00:00:00 | 2416 | 2290 | 2555 | 1259 | 1482 | 1892 | 255 | 393 | 6271 | 20120
2009-08-10 00:00:00 | 2009-08-14 00:00:00 | 4323 | 2951 | 1092 | 735 | 1215 | 1281 | 106 | 233 | 5967 | 17748
2009-08-17 00:00:00 | 2009-08-21 00:00:00 | 2393 | 2298 | 1639 | 1320 | 2946 | 2608 | 109 | 252 | 6783 | 19898
2009-08-24 00:00:00 | 2009-08-28 00:00:00 | 3124 | 3118 | 952 | 1147 | 1865 | 2397 | 424 | 355 | 6692 | 22839
2009-08-31 00:00:00 | 2009-09-04 00:00:00 | 3573 | 3562 | 878 | 3821 | 1420 | 1318 | 463 | 408 | 7722 | 46539
2009-09-07 00:00:00 | 2009-09-11 00:00:00 | 881 | 1415 | 3521 | 1237 | 1071 | 1776 | 80 | 1646 | 5813 | 123751
2009-09-14 00:00:00 | 2009-09-18 00:00:00 | 7403 | 6941 | 4421 | 4311 | 5442 | 4136 | 448 | 1008 | 17055 | 96665
2009-09-21 00:00:00 | 2009-09-25 00:00:00 | 12370 | 13078 | 3012 | 2117 | 4426 | 6879 | 1643 | 63 | 21794 | 18891
2009-09-28 00:00:00 | 2009-10-02 00:00:00 | 4079 | 3007 | 990 | 3015 | 2006 | 2769 | 302 | 232 | 8200 | 24000
2009-10-05 00:00:00 | 2009-10-09 00:00:00 | 1732 | 2430 | 1600 | 2602 | 1036 | 1801 | 215 | 88 | 5752 | 17849
2009-10-12 00:00:00 | 2009-10-16 00:00:00 | 4099 | 2424 | 1476 | 1845 | 3638 | 4027 | 738 | 111 | 9179 | 18384
2009-10-19 00:00:00 | 2009-10-23 00:00:00 | 2042 | 1640 | 676 | 978 | 2264 | 2249 | 285 | 456 | 5295 | 20148
2009-10-26 00:00:00 | 2009-10-30 00:00:00 | 2889 | 3250 | 956 | 2726 | 3415 | 3128 | 127 | 209 | 8350 | 25688
2009-11-02 00:00:00 | 2009-11-06 00:00:00 | 2364 | 1814 | 1246 | 1291 | 2505 | 3366 | 942 | 829 | 7179 | 21085
2009-11-09 00:00:00 | 2009-11-13 00:00:00 | 2926 | 3483 | 826 | 928 | 1390 | 1275 | 166 | 112 | 5553 | 15612
2009-11-16 00:00:00 | 2009-11-20 00:00:00 | 7097 | 5783 | 2059 | 1907 | 3108 | 3071 | 416 | 725 | 12083 | 20964
2009-11-23 00:00:00 | 2009-11-27 00:00:00 | 2032 | 4693 | 905 | 865 | 2106 | 1738 | 324 | 309 | 6486 | 17678
2009-11-30 00:00:00 | 2009-12-04 00:00:00 | 987 | 1613 | 1325 | 2216 | 1956 | 1164 | 68 | 971 | 5150 | 27816
2009-12-07 00:00:00 | 2009-12-11 00:00:00 | 3036 | 3823 | 977 | 1130 | 1781 | 2879 | 138 | 467 | 7116 | 103675
2009-12-14 00:00:00 | 2009-12-18 00:00:00 | 7200 | 4493 | 2463 | 2342 | 5994 | 4757 | 1218 | 3069 | 15768 | 91176
2009-12-21 00:00:00 | 2009-12-25 00:00:00 | 16041 | 17499 | 3413 | 1798 | 11768 | 4378 | 944 | 515 | 28178 | 12378
2009-12-28 00:00:00 | 2010-01-01 00:00:00 | 2320 | 3377 | 1096 | 1045 | 1525 | 1613 | 258 | 435 | 5834 | 12283
2010-01-04 00:00:00 | 2010-01-08 00:00:00 | 4108 | 2472 | 1701 | 638 | 1383 | 2794 | 572 | 74 | 6871 | 17042
2010-01-11 00:00:00 | 2010-01-15 00:00:00 | 2339 | 2278 | 935 | 1236 | 2554 | 3114 | 243 | 86 | 6393 | 16389
2010-01-18 00:00:00 | 2010-01-22 00:00:00 | 8228 | 3357 | 1361 | 2078 | 1923 | 5660 | 408 | 171 | 11592 | 29340
2010-01-25 00:00:00 | 2010-01-29 00:00:00 | 5511 | 3287 | 1216 | 1248 | 2193 | 3471 | 340 | 401 | 8834 | 23822
2010-02-01 00:00:00 | 2010-02-05 00:00:00 | 6960 | 2092 | 1911 | 2404 | 2041 | 6792 | 531 | 434 | 11583 | 27712
2010-02-08 00:00:00 | 2010-02-12 00:00:00 | 4296 | 2098 | 1045 | 1348 | 2781 | 4607 | 252 | 513 | 8470 | 22856
2010-02-15 00:00:00 | 2010-02-19 00:00:00 | 3098 | 4625 | 1436 | 1498 | 4993 | 3933 | 422 | 269 | 10136 | 22671
2010-02-22 00:00:00 | 2010-02-26 00:00:00 | 2370 | 2273 | 1110 | 1225 | 1597 | 3366 | 171 | 358 | 6235 | 17699
2010-03-01 00:00:00 | 2010-03-05 00:00:00 | 1276 | 1817 | 2180 | 1422 | 1913 | 1141 | 78 | 767 | 5297 | 24575
2010-03-08 00:00:00 | 2010-03-12 00:00:00 | 2132 | 2077 | 1556 | 2340 | 987 | 2417 | 275 | 174 | 5979 | 83845
2010-03-15 00:00:00 | 2010-03-19 00:00:00 | 7210 | 6094 | 2451 | 1221 | 3626 | 2552 | 185 | 832 | 12085 | 82202
2010-03-22 00:00:00 | 2010-03-26 00:00:00 | 17121 | 19942 | 914 | 1732 | 18127 | 5176 | 67 | 1414 | 32247 | 14455
2010-03-29 00:00:00 | 2010-04-02 00:00:00 | 1681 | 2883 | 1610 | 1418 | 2574 | 2300 | 636 | 247 | 6675 | 16259
2010-04-05 00:00:00 | 2010-04-09 00:00:00 | 1510 | 988 | 470 | 774 | 989 | 1376 | 287 | 389 | 3392 | 12389
2010-04-12 00:00:00 | 2010-04-16 00:00:00 | 4004 | 1601 | 664 | 619 | 3271 | 4505 | 137 | 370 | 7586 | 15981
2010-04-19 00:00:00 | 2010-04-23 00:00:00 | 2081 | 2086 | 681 | 683 | 1006 | 1784 | 486 | 456 | 4632 | 16870
2010-04-26 00:00:00 | 2010-04-30 00:00:00 | 4030 | 4014 | 648 | 1347 | 2017 | 2294 | 844 | 285 | 7740 | 23010
2010-05-03 00:00:00 | 2010-05-07 00:00:00 | 7354 | 3513 | 1090 | 1979 | 3761 | 5624 | 408 | 693 | 12211 | 34475
2010-05-10 00:00:00 | 2010-05-14 00:00:00 | 3906 | 5451 | 928 | 1284 | 4929 | 2648 | 484 | 375 | 10002 | 28563
2010-05-17 00:00:00 | 2010-05-21 00:00:00 | 5033 | 4194 | 782 | 1555 | 5976 | 6216 | 431 | 541 | 12365 | 33697
2010-05-24 00:00:00 | 2010-05-28 00:00:00 | 6808 | 5405 | 1851 | 2395 | 3246 | 3801 | 1030 | 382 | 12459 | 33415
2010-05-31 00:00:00 | 2010-06-04 00:00:00 | 8468 | 4635 | 1332 | 2041 | 1981 | 5729 | 172 | 489 | 12423 | 36318
2010-06-07 00:00:00 | 2010-06-11 00:00:00 | 3870 | 5817 | 1530 | 1304 | 3708 | 2618 | 574 | 448 | 9934 | 88827
2010-06-14 00:00:00 | 2010-06-18 00:00:00 | 7096 | 6233 | 1570 | 1097 | 6256 | 2719 | 304 | 417 | 12847 | 89177
2010-06-21 00:00:00 | 2010-06-25 00:00:00 | 18510 | 19199 | 1709 | 1191 | 10443 | 8064 | 357 | 2120 | 30797 | 16454
2010-06-28 00:00:00 | 2010-07-02 00:00:00 | 7308 | 2733 | 861 | 2676 | 2670 | 7014 | 994 | 761 | 12509 | 27383
2010-07-05 00:00:00 | 2010-07-09 00:00:00 | 1217 | 1582 | 1791 | 865 | 2999 | 2219 | 529 | 590 | 5896 | 18803
2010-07-12 00:00:00 | 2010-07-16 00:00:00 | 2346 | 2835 | 821 | 1097 | 3652 | 5251 | 1099 | 837 | 8968 | 19074
2010-07-19 00:00:00 | 2010-07-23 00:00:00 | 2967 | 6060 | 2197 | 740 | 3590 | 1975 | 471 | 768 | 9385 | 19423
2010-07-26 00:00:00 | 2010-07-30 00:00:00 | 1965 | 3159 | 699 | 1484 | 1807 | 904 | 286 | 551 | 5428 | 17154
2010-08-02 00:00:00 | 2010-08-06 00:00:00 | 2757 | 3047 | 1377 | 1741 | 2002 | 1022 | 99 | 412 | 6228 | 17667
2010-08-09 00:00:00 | 2010-08-13 00:00:00 | 4148 | 2290 | 741 | 1093 | 1015 | 3489 | 531 | 452 | 6879 | 17715
2010-08-16 00:00:00 | 2010-08-20 00:00:00 | 5049 | 2652 | 783 | 928 | 2512 | 6047 | 784 | 485 | 9620 | 19888
2010-08-23 00:00:00 | 2010-08-27 00:00:00 | 5947 | 4553 | 672 | 1573 | 1916 | 4191 | 1107 | 968 | 10464 | 21934
2010-08-30 00:00:00 | 2010-09-03 00:00:00 | 2576 | 2796 | 1045 | 2011 | 4599 | 3223 | 475 | 1197 | 8962 | 24617
2010-09-06 00:00:00 | 2010-09-10 00:00:00 | 1385 | 1125 | 1439 | 1668 | 2349 | 1476 | 633 | 1526 | 5800 | 85930
2010-09-13 00:00:00 | 2010-09-17 00:00:00 | 4790 | 6208 | 1605 | 1179 | 4848 | 2480 | 824 | 2365 | 12149 | 92971
2010-09-20 00:00:00 | 2010-09-24 00:00:00 | 11064 | 18351 | 917 | 1475 | 15903 | 3481 | 1851 | 1437 | 27239 | 17222
2010-09-27 00:00:00 | 2010-10-01 00:00:00 | 1427 | 2250 | 1552 | 1910 | 1072 | 1358 | 773 | 294 | 5317 | 13842
2010-10-04 00:00:00 | 2010-10-08 00:00:00 | 1409 | 2652 | 974 | 784 | 2005 | 1048 | 434 | 219 | 4762 | 14650
2010-10-11 00:00:00 | 2010-10-15 00:00:00 | 2162 | 3621 | 1237 | 560 | 2338 | 2230 | 832 | 486 | 6733 | 15088
2010-10-18 00:00:00 | 2010-10-22 00:00:00 | 2778 | 3041 | 1038 | 509 | 2401 | 2605 | 354 | 623 | 6674 | 14362
2010-10-25 00:00:00 | 2010-10-29 00:00:00 | 2448 | 2786 | 168 | 1045 | 1840 | 2717 | 671 | 631 | 6154 | 12863
2010-11-01 00:00:00 | 2010-11-05 00:00:00 | 3903 | 6696 | 655 | 736 | 3956 | 1677 | 362 | 619 | 9303 | 15961
2010-11-08 00:00:00 | 2010-11-12 00:00:00 | 2370 | 3054 | 439 | 802 | 2127 | 2975 | 388 | 683 | 6419 | 17214
2010-11-15 00:00:00 | 2010-11-19 00:00:00 | 3923 | 4513 | 953 | 1160 | 4270 | 4849 | 375 | 674 | 10359 | 24042
2010-11-22 00:00:00 | 2010-11-26 00:00:00 | 3793 | 2182 | 524 | 950 | 2107 | 3283 | 702 | 390 | 6965 | 18416
2010-11-29 00:00:00 | 2010-12-03 00:00:00 | 2793 | 4445 | 1157 | 1726 | 3970 | 3087 | 1201 | 1098 | 9739 | 29178
2010-12-06 00:00:00 | 2010-12-10 00:00:00 | 2528 | 1792 | 1639 | 1082 | 2083 | 2460 | 617 | 379 | 6290 | 67738
2010-12-13 00:00:00 | 2010-12-17 00:00:00 | 21674 | 16998 | 3569 | 981 | 6867 | 12627 | 2207 | 1594 | 33259 | 94025
2010-12-20 00:00:00 | 2010-12-24 00:00:00 | 417 | 2677 | 348 | 536 | 834 | 984 | 623 | 138 | 3278 | 8662
2010-12-27 00:00:00 | 2010-12-31 00:00:00 | 1026 | 739 | 251 | 511 | 1066 | 1586 | 260 | 395 | 2916 | 7898
2011-01-03 00:00:00 | 2011-01-07 00:00:00 | 1828 | 1085 | 1341 | 580 | 1426 | 1135 | 176 | 612 | 4092 | 14511
2011-01-10 00:00:00 | 2011-01-14 00:00:00 | 3237 | 3280 | 778 | 439 | 1219 | 2174 | 314 | 920 | 6180 | 14236
2011-01-17 00:00:00 | 2011-01-21 00:00:00 | 2455 | 1318 | 864 | 557 | 3052 | 3758 | 617 | 1218 | 6919 | 17646
2011-01-24 00:00:00 | 2011-01-28 00:00:00 | 3752 | 1444 | 976 | 467 | 1784 | 4358 | 263 | 230 | 6636 | 16777
2011-01-31 00:00:00 | 2011-02-04 00:00:00 | 4161 | 4133 | 734 | 705 | 1586 | 2515 | 1542 | 596 | 7986 | 16497
2011-02-07 00:00:00 | 2011-02-11 00:00:00 | 3619 | 3389 | 932 | 574 | 2148 | 2300 | 819 | 523 | 7151 | 14234
2011-02-14 00:00:00 | 2011-02-18 00:00:00 | 1867 | 935 | 722 | 791 | 2900 | 4253 | 529 | 1292 | 6644 | 15815
2011-02-21 00:00:00 | 2011-02-25 00:00:00 | 3408 | 5195 | 459 | 1749 | 4072 | 3657 | 1146 | 620 | 10153 | 24287
2011-02-28 00:00:00 | 2011-03-04 00:00:00 | 8042 | 2364 | 592 | 1539 | 3074 | 8154 | 816 | 1253 | 12917 | 29494
2011-03-07 00:00:00 | 2011-03-11 00:00:00 | 5689 | 3019 | 1316 | 1640 | 2678 | 6770 | 561 | 1536 | 11604 | 83870
2011-03-14 00:00:00 | 2011-03-18 00:00:00 | 16937 | 27213 | 5054 | 3612 | 23822 | 10526 | 3074 | 4256 | 47247 | 95016
2011-03-21 00:00:00 | 2011-03-25 00:00:00 | 2273 | 2517 | 915 | 1389 | 1580 | 813 | 913 | 1263 | 5831 | 15484
2011-03-28 00:00:00 | 2011-04-01 00:00:00 | 1433 | 3805 | 337 | 2035 | 2658 | 1665 | 642 | 671 | 6623 | 16851
2011-04-04 00:00:00 | 2011-04-08 00:00:00 | 2000 | 1258 | 1107 | 942 | 883 | 1575 | 757 | 659 | 4590 | 13628
2011-04-11 00:00:00 | 2011-04-15 00:00:00 | 2896 | 3655 | 287 | 476 | 2805 | 2405 | 575 | 894 | 6997 | 16709
2011-04-18 00:00:00 | 2011-04-22 00:00:00 | 1874 | 5088 | 793 | 480 | 3529 | 2353 | 1064 | 349 | 7765 | 16389
2011-04-25 00:00:00 | 2011-04-29 00:00:00 | 2637 | 4670 | 959 | 1367 | 4139 | 1641 | 534 | 748 | 8348 | 14308
2011-05-02 00:00:00 | 2011-05-06 00:00:00 | 3056 | 1114 | 147 | 1524 | 1343 | 2844 | 731 | 395 | 5577 | 15539
2011-05-09 00:00:00 | 2011-05-13 00:00:00 | 2830 | 980 | 827 | 873 | 1240 | 2560 | 369 | 726 | 5203 | 12810
2011-05-16 00:00:00 | 2011-05-20 00:00:00 | 2385 | 2368 | 309 | 1113 | 2116 | 2339 | 426 | 742 | 5899 | 14891
2011-05-23 00:00:00 | 2011-05-27 00:00:00 | 2342 | 1848 | 1221 | 1618 | 1539 | 1749 | 145 | 616 | 5539 | 15676