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Analyzing Cross Pair Futures Question


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 ericson 
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So I can analyze the COT of the majors, how do i calculate the short and long positions of a cross pairs from their majors?

Say gbpjpy from gbpusd and usdjpy. I already know you can multiply them both to get price. I am talking about COT positions.


Erik


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 rleplae 
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COT is about positions taken in the futures contracts.

If there are no contracts for the crosses you are making, then there can not be any COT information
as the COT reflects positions in the futures contracts.


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 ericson 
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Iam aware of this. I am using it to gauge the market, similar to the SSI. Ignore that i said spot forex.

Example.

Pound Futures 30% long, 70% short
Yen futures 60% long, 40% short

-.40 * .20 = -.08 ?

How would would i calculate, estimate or infer the long and short positions for CME Globex: PJY?


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Last Updated on March 6, 2017


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