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Where to find out OPEN INTEREST?


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Where to find out OPEN INTEREST?

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  #1 (permalink)
jirakst
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Hi,

does somebody know where to find out open interest?
I've been looking under Commitments of Traders report but found just one from Tokyo Commodity Exchange.
Thanks!

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  #3 (permalink)
 choke35 
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jirakst View Post
Hi,

does somebody know where to find out open interest?
I've been looking under Commitments of Traders report but found just one from Tokyo Commodity Exchange.
Thanks!

If your data feed and/or broker don't offer it, take a look at
https://www.cmegroup.com/market-data/volume-open-interest/exchange-volume.html

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  #4 (permalink)
jirakst
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I took a look at this: https://www.cmegroup.com/trading/energy/crude-oil/light-sweet-crude_quotes_volume_voi.html?optid=425
but I can't see from that short and long positions like in this Tokyo's report: TOCOM : Open Interest by Categories [Weekly] Dubai Crude Oil

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 choke35 
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The shortest way to find it is to download the Excel file from the CME-Link and use the Pivot table.
Result:




P.S.: Deeper + realtime data are subscription only. (An arduous work-around in pure text format are the daily CME bulletins.)

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  #6 (permalink)
jirakst
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OK, if I understant it right, Crude Oil Putts Open Interest are these on the side long and Calls on the short side?

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 choke35 
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jirakst View Post
OK, if I understant it right, Crude Oil Putts Open Interest are these on the side long and Calls on the short side?

OI for Calls means: Calls that were written, bought and not yet closed.
OI for Put means: Puts that were written, bought and not yet closed.

If OI-C > OI-P you have a net long overhang et vice versa.

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jirakst
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Thanks for that. So, by now there is cca 600.000 long overhang on Crude Oil? Does it mean more traders are expecting bullish trend? That's contrary to the TOCOM dat: TOCOM : Open Interest by Categories [Weekly] Dubai Crude Oil
Is there any way how to distinguishe between commercionals subjest and non-commercials?

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  #9 (permalink)
 choke35 
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jirakst View Post
Thanks for that. So, by now there is cca 600.000 long overhang on Crude Oil? Does it mean more traders are expecting bullish trend? That's contrary to the TOCOM dat: TOCOM : Open Interest by Categories [Weekly] Dubai Crude Oil
Is there any way how to distinguishe between commercionals subjest and non-commercials?

Yup; there's a long market overhang in NYMEX Crude Oil.

ad TOCOM:
The decisive markets for Crude are CME NYMEX (WTI) and ICE (Brent) - in that order.
All other markets are secondary.

ad subsets:
Nope, CME and ICE don't distinguish. But as with many other assets you can buy Level 2 data for which
bid/ask are tagged with the executing ECNs so that you can monitor the big players and specialized market
makers to some extent. But the most consistent report of subsets stays CoT - if you can live with the lag.

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 SMCJB 
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choke35 View Post
ad TOCOM:
The decisive markets for Crude are CME NYMEX (WTI) and ICE (Brent) - in that order.
All other markets are secondary.

I would argue Brent is primary, WTI is secondary, everything else is tertiary.

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Last Updated on September 9, 2015


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