05-05-2010, 08:53 PM
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Join Date: Sep 2007 Location: Denver Thanks: 114
Thanked 46 Times in 36 Posts
| Calculating Open Interest Changes Daily I am hoping some nice individual can help. I would like to know where you go for the open interest numbers and change calculations. There are more than one offerings from CME which makes it a bit confusing.
For instance, you have [media]http://www.cmegroup.com/daily_bulletin/preliminary_voi/VOIREPORT.pdf[/media]
The first appears to calculate net change for you, the last 2 you need to do yourself, subtract the delta.
I don't understand why there is one for final and one pre-clearing?
I am familiar with COT but it has serious lag IMO.
TIA. Good trading to all.
Dan |
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