Open Interest Open interest is the total number of open and not yet closed long and short positions in futures contracts for a particular commodity. While volume counts every contract that trades, open interest only counts those contracts that still have open market risk. When volume is higher than open interest, that typically indicates that trading of the option was high for the day. Also, when an option has a large open interest, there is an active secondary market that makes it easier to trade the option at a reasonable spread between bid and ask. The Commodity Futures Trading Commission (Commission or CFTC) publishes the Commitments of Traders (COT) reports to help the public understand market dynamics. Specifically, the COT reports provide a breakdown of each Tuesday’s open interest for futures and options on futures markets in which 20 VIX futures reflect the market's estimate of the value of the VIX Index on various expiration dates in the future. VIX futures provide market participants with a variety of opportunities to implement their view using volatility trading strategies, including risk management, alpha generation and portfolio diversification. Contract Valued at £10 per index point (e.g. value £65,000 at 6,500.0) Index points (eg 6500.0) Third Friday in delivery month, Trading shall cease as soon as reasonably practicable after 10:15 (London time) once the Expiry Value of the Index has been determined.
Micro E-mini Index Futures are now available. They provide a lower cost of entry with lower margin requirements, portfolio diversification benefits with greater Opening price, High, Low, Bid price, Bid vol, Ask price, Ask vol, Diff. to prev. day last, Last price, Date, Time, Daily settlem. price, Traded contracts, Open interest 21 Jan 2000 market volatility and the demand for hedging in S&P 500 stock index futures contracts. Open interest is used as a proxy for hedging demand. 22 Aug 2018 In simple language, open interest analysis helps a trader to understand the market scenario by only showing a number of futures contracts that
6 Nov 2012 This paper examines the relationship between the returns volatility, volume and open interest of the futures market. Both volume and open relationships among volatility, open interest, trading volume and arbitrage opportu- nities in the S&P 500 index futures market is examined. It is found that XAUUSD: Open Interest Market Facilitation Index Open Interest Stochastic Money Flow Index. CL1!: Open (Futures/Others) NOTE: I only modified this script. Micro E-mini Index Futures are now available. They provide a lower cost of entry with lower margin requirements, portfolio diversification benefits with greater Opening price, High, Low, Bid price, Bid vol, Ask price, Ask vol, Diff. to prev. day last, Last price, Date, Time, Daily settlem. price, Traded contracts, Open interest
View Increase in Open Interest in F&O Market Action by All Futures, All Options, Index Futures, Index Options, Stock Futures, Stock Options filter by All Expiries & Expiries for a particular date CME Mini NASDAQ 100 Stock Index Futures Open Interest is at a current level of 218954.0, from last week and down from 250718.0 one year ago. This is a change of N/A from last week and -12.67% from one year ago. The latest commodity trading prices for Index Futures: Dow, S&P, Nasdaq and more on the U.S. commodities & futures market. The COT shows open interest in a multitude of commodity, currency and stock index futures. Open interest differs from volume in that volume is the number of contracts actually traded per day, while open interest is the number of contracts entered into, either long or short, that have not been offset by transactions or exercise. They are new or open contracts which may offer clues as to what the traders are anticipating price to do in the asset. Futures Open Interest Daily futures open interest data by trading symbol including contract expiration and exchange information. Five years of rolling historical data available in HTML, CSV and TXT formats. OTC Open Interest Weekly cleared OTC open interest data by symbol including market value and notional value information. High open interest at market tops is a bearish signal if the price drop is sudden since this will force many weak longs to liquidate. Occasionally, such conditions set off a self-feeding, downward
CME Mini NASDAQ 100 Stock Index Futures Open Interest is at a current level of 218954.0, from last week and down from 250718.0 one year ago. This is a change of N/A from last week and -12.67% from one year ago. The latest commodity trading prices for Index Futures: Dow, S&P, Nasdaq and more on the U.S. commodities & futures market. The COT shows open interest in a multitude of commodity, currency and stock index futures. Open interest differs from volume in that volume is the number of contracts actually traded per day, while open interest is the number of contracts entered into, either long or short, that have not been offset by transactions or exercise. They are new or open contracts which may offer clues as to what the traders are anticipating price to do in the asset.