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

 |  | 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 | 46120 | 24866 | 28817 | 32153 | 71499 | 77358 | 5079 | 5000 | 145447 | 1865318
2009-01-12 00:00:00 | 2009-01-16 00:00:00 | 72406 | 37660 | 20990 | 48275 | 98413 | 84563 | 4901 | 10570 | 188889 | 2597969
2009-01-19 00:00:00 | 2009-01-23 00:00:00 | 54214 | 67135 | 34890 | 25600 | 92101 | 76669 | 7381 | 6657 | 182323 | 2844359
2009-01-26 00:00:00 | 2009-01-30 00:00:00 | 44751 | 38497 | 36583 | 39026 | 82531 | 75273 | 6871 | 8005 | 165768 | 2204660
2009-02-02 00:00:00 | 2009-02-06 00:00:00 | 42227 | 39939 | 25234 | 28849 | 69489 | 73510 | 6199 | 5218 | 145332 | 2269071
2009-02-09 00:00:00 | 2009-02-13 00:00:00 | 77394 | 34130 | 21651 | 23552 | 78298 | 101061 | 5527 | 4718 | 173166 | 2504300
2009-02-16 00:00:00 | 2009-02-20 00:00:00 | 54344 | 42708 | 23681 | 35601 | 85543 | 78419 | 6846 | 12924 | 170033 | 2828297
2009-02-23 00:00:00 | 2009-02-27 00:00:00 | 49183 | 48964 | 45548 | 41509 | 91833 | 92140 | 7426 | 9392 | 192997 | 2863529
2009-03-02 00:00:00 | 2009-03-06 00:00:00 | 58764 | 46162 | 39894 | 53005 | 100097 | 84468 | 12508 | 16149 | 205524 | 3227367
2009-03-09 00:00:00 | 2009-03-13 00:00:00 | 71158 | 52547 | 64669 | 59968 | 81273 | 108145 | 7952 | 8559 | 227136 | 3635669
2009-03-16 00:00:00 | 2009-03-20 00:00:00 | 66309 | 92370 | 57263 | 47931 | 114771 | 126339 | 14415 | 9506 | 264452 | 3326240
2009-03-23 00:00:00 | 2009-03-27 00:00:00 | 187436 | 164573 | 48272 | 41061 | 126822 | 180963 | 20976 | 13421 | 391762 | 2684189
2009-03-30 00:00:00 | 2009-04-03 00:00:00 | 50674 | 37052 | 35967 | 56568 | 79599 | 69636 | 9205 | 11686 | 175194 | 2545711
2009-04-06 00:00:00 | 2009-04-10 00:00:00 | 36550 | 30481 | 29279 | 30309 | 58512 | 60507 | 5403 | 6412 | 128726 | 2068560
2009-04-13 00:00:00 | 2009-04-17 00:00:00 | 48044 | 34709 | 23690 | 28587 | 84814 | 85441 | 7187 | 6132 | 159302 | 2127697
2009-04-20 00:00:00 | 2009-04-24 00:00:00 | 38019 | 49576 | 43904 | 26965 | 83266 | 85874 | 12035 | 12789 | 176214 | 2553660
2009-04-27 00:00:00 | 2009-05-01 00:00:00 | 25234 | 30507 | 59630 | 39905 | 65448 | 82497 | 10029 | 10516 | 161883 | 2328168
2009-05-04 00:00:00 | 2009-05-08 00:00:00 | 41348 | 39845 | 35305 | 31471 | 78235 | 89348 | 9393 | 9603 | 167274 | 2447776
2009-05-11 00:00:00 | 2009-05-15 00:00:00 | 41063 | 44345 | 26747 | 31716 | 92393 | 76394 | 8918 | 9484 | 165530 | 2298097
2009-05-18 00:00:00 | 2009-05-22 00:00:00 | 41983 | 35720 | 24918 | 19831 | 72780 | 84332 | 9330 | 8266 | 148580 | 2155046
2009-05-25 00:00:00 | 2009-05-29 00:00:00 | 41803 | 52080 | 52625 | 26089 | 79920 | 94959 | 11966 | 8543 | 183993 | 2437801
2009-06-01 00:00:00 | 2009-06-05 00:00:00 | 37169 | 44525 | 31652 | 26074 | 82049 | 83003 | 9227 | 8991 | 161345 | 2100211
2009-06-08 00:00:00 | 2009-06-12 00:00:00 | 33832 | 40367 | 24540 | 36263 | 75503 | 59534 | 6707 | 6076 | 141411 | 2620447
2009-06-15 00:00:00 | 2009-06-19 00:00:00 | 55267 | 53729 | 18710 | 41050 | 97627 | 74247 | 6948 | 10153 | 178865 | 2487142
2009-06-22 00:00:00 | 2009-06-26 00:00:00 | 92960 | 115396 | 33870 | 41928 | 126297 | 119248 | 28799 | 11904 | 285201 | 1865547
2009-06-29 00:00:00 | 2009-07-03 00:00:00 | 74400 | 36852 | 30041 | 39641 | 68457 | 95709 | 10146 | 7989 | 181617 | 1699961
2009-07-06 00:00:00 | 2009-07-10 00:00:00 | 38950 | 30680 | 22332 | 29772 | 73009 | 64935 | 5317 | 5564 | 135279 | 1956305
2009-07-13 00:00:00 | 2009-07-17 00:00:00 | 29472 | 45996 | 31742 | 17857 | 91889 | 89571 | 7893 | 7768 | 161094 | 1995743
2009-07-20 00:00:00 | 2009-07-24 00:00:00 | 26010 | 45929 | 29097 | 20816 | 68518 | 65141 | 7394 | 7513 | 135209 | 1901640
2009-07-27 00:00:00 | 2009-07-31 00:00:00 | 26246 | 41825 | 34456 | 24093 | 60547 | 56640 | 5294 | 8702 | 128902 | 1923287
2009-08-03 00:00:00 | 2009-08-07 00:00:00 | 31260 | 28592 | 27254 | 30576 | 58952 | 65355 | 7204 | 8333 | 128763 | 1842500
2009-08-10 00:00:00 | 2009-08-14 00:00:00 | 30531 | 44740 | 34031 | 19556 | 72187 | 79482 | 5036 | 5584 | 145574 | 1705275
2009-08-17 00:00:00 | 2009-08-21 00:00:00 | 35392 | 39898 | 28927 | 23964 | 90269 | 88094 | 8158 | 8589 | 161645 | 1934772
2009-08-24 00:00:00 | 2009-08-28 00:00:00 | 37849 | 39363 | 30588 | 29572 | 55557 | 60540 | 7622 | 5914 | 133502 | 1874492
2009-08-31 00:00:00 | 2009-09-04 00:00:00 | 43437 | 27837 | 25442 | 40043 | 80710 | 66331 | 6772 | 10494 | 150533 | 1992608
2009-09-07 00:00:00 | 2009-09-11 00:00:00 | 29095 | 27252 | 26788 | 17035 | 55049 | 72242 | 17088 | 5922 | 125235 | 2409070
2009-09-14 00:00:00 | 2009-09-18 00:00:00 | 46175 | 49951 | 35132 | 38123 | 91319 | 81544 | 6721 | 5967 | 177466 | 2692365
2009-09-21 00:00:00 | 2009-09-25 00:00:00 | 95021 | 98518 | 33828 | 31301 | 99571 | 107231 | 14502 | 8553 | 244262 | 1889491
2009-09-28 00:00:00 | 2009-10-02 00:00:00 | 55619 | 36497 | 33203 | 56777 | 93966 | 81183 | 7388 | 8757 | 186695 | 2269571
2009-10-05 00:00:00 | 2009-10-09 00:00:00 | 31512 | 25953 | 36439 | 21802 | 59494 | 70366 | 7047 | 5707 | 129160 | 1747438
2009-10-12 00:00:00 | 2009-10-16 00:00:00 | 22988 | 35373 | 32065 | 18549 | 68511 | 73993 | 4894 | 7607 | 131989 | 1683037
2009-10-19 00:00:00 | 2009-10-23 00:00:00 | 44945 | 35395 | 23087 | 20365 | 72191 | 89097 | 7983 | 7077 | 150070 | 2104338
2009-10-26 00:00:00 | 2009-10-30 00:00:00 | 40473 | 52892 | 32894 | 37367 | 115696 | 84506 | 9495 | 11291 | 192307 | 2669691
2009-11-02 00:00:00 | 2009-11-06 00:00:00 | 41575 | 37970 | 39937 | 47351 | 93449 | 82829 | 6839 | 9008 | 179479 | 2303041
2009-11-09 00:00:00 | 2009-11-13 00:00:00 | 30185 | 48521 | 48908 | 26078 | 76440 | 81699 | 5856 | 6338 | 162013 | 1792403
2009-11-16 00:00:00 | 2009-11-20 00:00:00 | 36722 | 46197 | 18322 | 16345 | 72996 | 72684 | 7574 | 4893 | 137866 | 1703386
2009-11-23 00:00:00 | 2009-11-27 00:00:00 | 36339 | 37704 | 17147 | 14313 | 84280 | 71447 | 5983 | 6184 | 136699 | 1482782
2009-11-30 00:00:00 | 2009-12-04 00:00:00 | 35988 | 37751 | 38351 | 27594 | 80002 | 85814 | 9326 | 8759 | 161793 | 2122730
2009-12-07 00:00:00 | 2009-12-11 00:00:00 | 37658 | 37079 | 57303 | 62619 | 89121 | 70271 | 7529 | 9087 | 185334 | 2315157
2009-12-14 00:00:00 | 2009-12-18 00:00:00 | 41084 | 38936 | 27460 | 32164 | 81587 | 94726 | 10319 | 8439 | 167358 | 2226663
2009-12-21 00:00:00 | 2009-12-25 00:00:00 | 119093 | 126039 | 37156 | 36049 | 88342 | 124719 | 9156 | 9128 | 274841 | 768157
2009-12-28 00:00:00 | 2010-01-01 00:00:00 | 21122 | 20117 | 23683 | 35631 | 50980 | 41350 | 5161 | 4247 | 101145 | 573138
2010-01-04 00:00:00 | 2010-01-08 00:00:00 | 42041 | 24651 | 25952 | 28525 | 64529 | 73608 | 4222 | 9344 | 136436 | 1406254
2010-01-11 00:00:00 | 2010-01-15 00:00:00 | 50154 | 36862 | 24768 | 23135 | 85058 | 97440 | 11423 | 7682 | 168261 | 1824934
2010-01-18 00:00:00 | 2010-01-22 00:00:00 | 65618 | 40301 | 36090 | 67063 | 143954 | 144849 | 11575 | 12376 | 260913 | 2827802
2010-01-25 00:00:00 | 2010-01-29 00:00:00 | 40305 | 36169 | 24057 | 48635 | 111048 | 95899 | 11440 | 9869 | 188711 | 2659589
2010-02-01 00:00:00 | 2010-02-05 00:00:00 | 47434 | 46868 | 54155 | 48137 | 122313 | 109178 | 10086 | 14180 | 226176 | 2635977
2010-02-08 00:00:00 | 2010-02-12 00:00:00 | 40441 | 42527 | 25409 | 28028 | 94053 | 90932 | 11347 | 9422 | 171079 | 2462279
2010-02-15 00:00:00 | 2010-02-19 00:00:00 | 37407 | 34896 | 33741 | 17709 | 81403 | 96469 | 4733 | 7568 | 156962 | 1845382
2010-02-22 00:00:00 | 2010-02-26 00:00:00 | 31575 | 30005 | 30409 | 32771 | 86944 | 79433 | 8236 | 8178 | 153776 | 2022550
2010-03-01 00:00:00 | 2010-03-05 00:00:00 | 36656 | 28243 | 26102 | 30918 | 70190 | 82657 | 7913 | 9015 | 145847 | 1640407
2010-03-08 00:00:00 | 2010-03-12 00:00:00 | 36876 | 34895 | 29723 | 23588 | 73194 | 70375 | 6094 | 8174 | 141460 | 2274353
2010-03-15 00:00:00 | 2010-03-19 00:00:00 | 53305 | 54263 | 24771 | 25935 | 79107 | 78892 | 7274 | 9617 | 166583 | 2314287
2010-03-22 00:00:00 | 2010-03-26 00:00:00 | 116350 | 123337 | 33711 | 29717 | 121050 | 171590 | 20385 | 13768 | 314954 | 2057882
2010-03-29 00:00:00 | 2010-04-02 00:00:00 | 26429 | 29103 | 26112 | 33083 | 62716 | 53437 | 7725 | 6734 | 122669 | 1452768
2010-04-05 00:00:00 | 2010-04-09 00:00:00 | 43257 | 31496 | 24743 | 28473 | 67710 | 70367 | 5059 | 7709 | 139407 | 1593070
2010-04-12 00:00:00 | 2010-04-16 00:00:00 | 39950 | 37794 | 26331 | 23486 | 83360 | 91956 | 9730 | 9989 | 161298 | 1971775
2010-04-19 00:00:00 | 2010-04-23 00:00:00 | 33218 | 38817 | 27727 | 18350 | 86958 | 80439 | 7578 | 11169 | 152128 | 2144399
2010-04-26 00:00:00 | 2010-04-30 00:00:00 | 51529 | 45857 | 35737 | 47012 | 109983 | 110474 | 11856 | 10486 | 211466 | 2592524
2010-05-03 00:00:00 | 2010-05-07 00:00:00 | 60756 | 70607 | 42181 | 76099 | 159710 | 126678 | 17038 | 12816 | 282943 | 3825883
2010-05-10 00:00:00 | 2010-05-14 00:00:00 | 54858 | 67098 | 72023 | 34336 | 125758 | 144838 | 11216 | 14724 | 262425 | 2677352
2010-05-17 00:00:00 | 2010-05-21 00:00:00 | 58133 | 57999 | 43549 | 78060 | 156553 | 121111 | 10420 | 14131 | 269978 | 3634679
2010-05-24 00:00:00 | 2010-05-28 00:00:00 | 73389 | 54167 | 53234 | 40934 | 97281 | 119257 | 11550 | 14347 | 232080 | 2739601
2010-05-31 00:00:00 | 2010-06-04 00:00:00 | 47103 | 37291 | 50784 | 35544 | 94040 | 104417 | 8953 | 11572 | 194852 | 2558199
2010-06-07 00:00:00 | 2010-06-11 00:00:00 | 40860 | 51811 | 29637 | 40123 | 106171 | 88207 | 15973 | 12745 | 192764 | 3423952
2010-06-14 00:00:00 | 2010-06-18 00:00:00 | 47909 | 54802 | 38274 | 24485 | 80933 | 108968 | 13226 | 10991 | 189794 | 2956344
2010-06-21 00:00:00 | 2010-06-25 00:00:00 | 96694 | 114968 | 35500 | 43682 | 135858 | 137762 | 27025 | 11029 | 301259 | 2339430
2010-06-28 00:00:00 | 2010-07-02 00:00:00 | 53197 | 43325 | 44711 | 53373 | 108480 | 98149 | 11098 | 13217 | 212775 | 2584017
2010-07-05 00:00:00 | 2010-07-09 00:00:00 | 39654 | 29747 | 62340 | 30106 | 81647 | 118425 | 13522 | 8860 | 192150 | 2132194
2010-07-12 00:00:00 | 2010-07-16 00:00:00 | 45008 | 35252 | 24083 | 31780 | 92458 | 86708 | 9321 | 12138 | 168375 | 2051427
2010-07-19 00:00:00 | 2010-07-23 00:00:00 | 36664 | 44836 | 25231 | 27832 | 108638 | 96158 | 7109 | 8338 | 177403 | 2154945
2010-07-26 00:00:00 | 2010-07-30 00:00:00 | 33461 | 30767 | 20724 | 33655 | 80024 | 72536 | 10826 | 9086 | 145540 | 1880001
2010-08-02 00:00:00 | 2010-08-06 00:00:00 | 26156 | 36442 | 38870 | 15997 | 65574 | 80801 | 7643 | 6322 | 138903 | 1646162
2010-08-09 00:00:00 | 2010-08-13 00:00:00 | 39076 | 30619 | 17939 | 37611 | 100251 | 78500 | 8526 | 10797 | 161659 | 1868201
2010-08-16 00:00:00 | 2010-08-20 00:00:00 | 50291 | 28983 | 21493 | 22266 | 102512 | 110184 | 7749 | 10343 | 176911 | 1894734
2010-08-23 00:00:00 | 2010-08-27 00:00:00 | 38323 | 34479 | 27910 | 32358 | 104769 | 93134 | 10126 | 9938 | 175519 | 2219418
2010-08-30 00:00:00 | 2010-09-03 00:00:00 | 39108 | 38407 | 47116 | 37488 | 102149 | 114149 | 13106 | 11047 | 201285 | 2018902
2010-09-06 00:00:00 | 2010-09-10 00:00:00 | 23521 | 36008 | 26040 | 13655 | 77589 | 80375 | 7113 | 4262 | 134281 | 2343633
2010-09-13 00:00:00 | 2010-09-17 00:00:00 | 45986 | 47712 | 24656 | 31913 | 119418 | 101015 | 8529 | 9697 | 194463 | 2545031
2010-09-20 00:00:00 | 2010-09-24 00:00:00 | 85805 | 123889 | 49297 | 24573 | 154929 | 164589 | 16422 | 30737 | 325120 | 1977384
2010-09-27 00:00:00 | 2010-10-01 00:00:00 | 39815 | 28029 | 26081 | 37572 | 76001 | 77137 | 8428 | 8300 | 150682 | 2080955
2010-10-04 00:00:00 | 2010-10-08 00:00:00 | 28461 | 36206 | 28348 | 22256 | 87822 | 90204 | 11219 | 8272 | 156394 | 1947654
2010-10-11 00:00:00 | 2010-10-15 00:00:00 | 35347 | 47547 | 44674 | 26604 | 85916 | 94712 | 7977 | 6431 | 174603 | 2032541
2010-10-18 00:00:00 | 2010-10-22 00:00:00 | 31882 | 35689 | 18952 | 23364 | 101152 | 80788 | 6474 | 9167 | 153735 | 2087633
2010-10-25 00:00:00 | 2010-10-29 00:00:00 | 27629 | 31800 | 24562 | 26937 | 87563 | 72127 | 7830 | 9171 | 143810 | 1903137
2010-11-01 00:00:00 | 2010-11-05 00:00:00 | 41923 | 31151 | 31875 | 26736 | 84642 | 101942 | 16898 | 12605 | 173886 | 2076137
2010-11-08 00:00:00 | 2010-11-12 00:00:00 | 33979 | 40336 | 36727 | 24795 | 91442 | 95646 | 13100 | 11540 | 173783 | 2182091
2010-11-15 00:00:00 | 2010-11-19 00:00:00 | 48181 | 28257 | 23289 | 36380 | 118763 | 112565 | 10549 | 14460 | 196222 | 2217176
2010-11-22 00:00:00 | 2010-11-26 00:00:00 | 27697 | 39126 | 27919 | 23477 | 111684 | 108798 | 10037 | 9835 | 179286 | 1872562
2010-11-29 00:00:00 | 2010-12-03 00:00:00 | 35274 | 42759 | 40669 | 35126 | 110267 | 99780 | 10756 | 13085 | 193858 | 2392794
2010-12-06 00:00:00 | 2010-12-10 00:00:00 | 25541 | 28124 | 39653 | 33623 | 71359 | 80267 | 7802 | 7802 | 147086 | 2244117
2010-12-13 00:00:00 | 2010-12-17 00:00:00 | 38178 | 49416 | 34618 | 37231 | 84457 | 89666 | 9333 | 12768 | 177833 | 2254887
2010-12-20 00:00:00 | 2010-12-24 00:00:00 | 126352 | 125651 | 31098 | 42607 | 132394 | 109008 | 23374 | 10350 | 300417 | 837418
2010-12-27 00:00:00 | 2010-12-31 00:00:00 | 17704 | 14929 | 15607 | 28011 | 44271 | 33326 | 3886 | 5944 | 81840 | 622349
2011-01-03 00:00:00 | 2011-01-07 00:00:00 | 31265 | 28550 | 29425 | 29821 | 77610 | 82631 | 9089 | 10117 | 149254 | 1792383
2011-01-10 00:00:00 | 2011-01-14 00:00:00 | 35485 | 29623 | 29805 | 26391 | 72350 | 73632 | 9372 | 8559 | 142609 | 1690830
2011-01-17 00:00:00 | 2011-01-21 00:00:00 | 38047 | 36658 | 25697 | 25101 | 109291 | 111769 | 12923 | 15877 | 187681 | 2136632
2011-01-24 00:00:00 | 2011-01-28 00:00:00 | 32762 | 24850 | 26375 | 23478 | 91406 | 97471 | 11726 | 15848 | 161958 | 2081306
2011-01-31 00:00:00 | 2011-02-04 00:00:00 | 29708 | 25853 | 34042 | 34616 | 95402 | 96972 | 12958 | 12229 | 170890 | 1844294
2011-02-07 00:00:00 | 2011-02-11 00:00:00 | 33324 | 33910 | 26395 | 21249 | 74107 | 80417 | 10902 | 11696 | 146000 | 1744679
2011-02-14 00:00:00 | 2011-02-18 00:00:00 | 35410 | 29547 | 20465 | 17302 | 79210 | 83490 | 12381 | 11885 | 144846 | 1526856
2011-02-21 00:00:00 | 2011-02-25 00:00:00 | 28799 | 40896 | 34107 | 43685 | 139498 | 116266 | 20018 | 19492 | 221380 | 2776162
2011-02-28 00:00:00 | 2011-03-04 00:00:00 | 41736 | 35812 | 30896 | 33121 | 132487 | 135707 | 14470 | 13512 | 218870 | 2617100
2011-03-07 00:00:00 | 2011-03-11 00:00:00 | 30757 | 35187 | 30579 | 27760 | 144567 | 120920 | 11296 | 13582 | 207324 | 3067675
2011-03-14 00:00:00 | 2011-03-18 00:00:00 | 60189 | 58606 | 42914 | 43289 | 162245 | 169345 | 22648 | 23996 | 291616 | 3968975
2011-03-21 00:00:00 | 2011-03-25 00:00:00 | 139843 | 88697 | 30622 | 36715 | 116880 | 178048 | 30163 | 18659 | 319814 | 1671791
2011-03-28 00:00:00 | 2011-04-01 00:00:00 | 26457 | 28413 | 27400 | 26175 | 73004 | 73957 | 11528 | 10076 | 138505 | 1487527
2011-04-04 00:00:00 | 2011-04-08 00:00:00 | 28174 | 21953 | 25634 | 21371 | 58601 | 71421 | 8814 | 7446 | 121707 | 1706958
2011-04-11 00:00:00 | 2011-04-15 00:00:00 | 29775 | 37921 | 27318 | 24070 | 87582 | 73064 | 11720 | 9351 | 150401 | 1841602
2011-04-18 00:00:00 | 2011-04-22 00:00:00 | 30900 | 31712 | 23505 | 27809 | 104999 | 104640 | 15611 | 16982 | 178079 | 1735740
2011-04-25 00:00:00 | 2011-04-29 00:00:00 | 19665 | 36653 | 28817 | 24359 | 85461 | 74055 | 9767 | 10990 | 144883 | 1271435
2011-05-02 00:00:00 | 2011-05-06 00:00:00 | 27698 | 28003 | 20635 | 22573 | 108680 | 100151 | 10259 | 13708 | 165854 | 2272834
2011-05-09 00:00:00 | 2011-05-13 00:00:00 | 30132 | 28738 | 24464 | 19021 | 97499 | 105816 | 14709 | 12011 | 166195 | 1984973
2011-05-16 00:00:00 | 2011-05-20 00:00:00 | 25829 | 29674 | 28082 | 19167 | 86359 | 87069 | 16513 | 13517 | 153105 | 2035793
2011-05-23 00:00:00 | 2011-05-27 00:00:00 | 30530 | 27067 | 19656 | 22656 | 89323 | 79768 | 9866 | 14043 | 146454 | 1942917