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Old 05-05-2010, 08:53 PM   #1

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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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Old 05-05-2010, 11:39 PM   #2

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Re: Calculating Open Interest Changes Daily

This might work for you
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