The article reports on the new open-interest record of 12,166 palladium contracts and 14,770 hot-rolled coil steel futures contracts completed by CME Group Inc. on the New York Mercantile Exchange on April 25, 2012 and March 6, 2012, respectively....
This column represents the day-over-day change in open interest. Market Data Disclaimer All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, the CME Group real time feed via Mark...
具体计算方法:raw data:settlement data,volume,open interest strike curve: 用atm straddle iv和otm iv数据来拟合,公式运用了最小平方差&右侧最高次项为第四次数;在所有可以获得strikes数据进行+-2 deltas级别拟合(eurodollars是forced to go thru atm strike,该品种strike的区间有限) 波动率的数据点可以取strike...
Open interest on the CME Group's north European hot-rolled coil contract hit another record level on Tuesday, as daily traded tonnage also reached a new high. Open interest soared by 890 lots to 5,701 lots, the equivalent of 114,020t, and the first time it has ever surpassed 100,000t...
data for all products it offers for trading. The data includes actual prices, from high to low for each trading day. The exchange also maintains data on the volume of contracts traded and open interest. Open interest is the total number of long and short positions opened but not closed out...
Open interest in CME’s Bitcoin futures has grown from $3.63 billion to $5.20 billion over the last 30 days, to Coinglass data. The open interest surge has run parallel to Bitcoin’s 26% gain over the same time, with Bitcoin currently trading at just over $44,000. ...
CME Group, the world’s leading and most diverse derivatives marketplace, announced that its SOFR futures contracts reached a new open interest record, surpassing 1.6 million contracts on November 30, a 137% increase in open interest year to date and more than 60% growth since mid-September. ...
One issue worth noting is the open interest data provided by CME has a two-day lag. LedgerX, another regulated venue, also lacks real-time reporting on this crucial data. For traders who rely on updated numbers, Deribit and OKEx provide a workaround to the data void. June 26 Bitcoin Opti...
We provide real-time cryptocurrency futures open interest data and history, including real-time open interest data for all major exchanges and different currencies. This helps you gain deeper insights into market participants and make better trading stra
CME Market Data Platform CME市场数据平台 overview •MarketDataPlatform:MDP•threeformatsofmarketdata1.CMEGlobexMarketData2.StreamlinedMarketData3.InterexchangeTechnicalCommittee(ITC)CMEGlobexMarketData •disseminatesreal-timebid,ask,trade,andstatisticaldataforCMEGroupmarketsandalsoprovidesrecoveryandsupporting...