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Where to find out OPEN INTEREST?
Started:September 8th, 2015 (05:33 AM) by jirakst Views / Replies:1,038 / 25
Last Reply:September 9th, 2015 (11:47 PM) Attachments:2

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Where to find out OPEN INTEREST?

Old September 8th, 2015, 10:57 AM   #11 (permalink)
Market Wizard
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https://www.theice.com/marketdata/reports/176

At least for the options, NYMEX OI was about 50% higher 9/4 than on the ICE
(just to make it comparable to #5)

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Old September 8th, 2015, 11:04 AM   #12 (permalink)
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I've found something here CFTC Commitments of Traders Report - NYME (Futures Only) but it seems a bit odd to me that WTI Crude has 43k Long and 72k Short possitions (Commercial) and Brent 79k Long and 13k Short. Should not be the price expectation similar?
I am also a bit confused by this report: 321energy :: Most Recent Commitment of Traders Reports from the CFTC, which looks like the previous one but the numbers are different.
Interesting seems to me also this link: https://www.quandl.com/data/CFTC/CL_F_ALL-Commitment-of-Traders-Crude-Oil-Light-Sweet-Futures-Only. If I read this one correct, Long possitions of Producers/Merchants is cca 10% more then Short possitions and Open Interest from June is incresing.

I am using NinjaTrader platform, how can I monit "big players" if I would like to trade on their's side?

Thank a lot for your comments!

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Old September 8th, 2015, 11:14 AM   #13 (permalink)
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jirakst View Post
I've found something here CFTC Commitments of Traders Report - NYME (Futures Only) but it seems a bit odd to me that WTI Crude has 43k Long and 72k Short possitions (Commercial) and Brent 79k Long and 13k Short. Should not be the price expectation similar?
I am also a bit confused by this report: 321energy :: Most Recent Commitment of Traders Reports from the CFTC, which looks like the previous one but the numbers are different.
Interesting seems to me also this link: https://www.quandl.com/data/CFTC/CL_F_ALL-Commitment-of-Traders-Crude-Oil-Light-Sweet-Futures-Only. If I read this one correct, Long possitions of Producers/Merchants is cca 10% more then Short possitions and Open Interest from June is incresing.

I am using NinjaTrader platform, how can I monit "big players" if I would like to trade on their's side?

Thank a lot for your comments!

ad Brent vs WTI: Contrary positions are quite normal when the spread between Brent and WTI is high - for those who have the capacities physical arbitrage is possible.

ad CoT: Take the official numbers; everything else is add-on/interpretation.

ad NT: If you can't live with the CoT lag, buy a data stream that tags Crude Level 2 with the ECNs and analyze it according to your own needs. Esp for the ICE that's no bargain ...

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Old September 8th, 2015, 11:21 AM   #14 (permalink)
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But where can I find the official data of CoT?

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Old September 8th, 2015, 11:22 AM   #15 (permalink)
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Futures Edge on FIO

Are you a NinjaTrader user?

 

jirakst View Post
But where can I find the official data of CoT?

Commitments of Traders - CFTC

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Old September 8th, 2015, 11:54 AM   #16 (permalink)
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Check to see if platform provides it. Support maybe able to help. Some platforms do.
Reading it is a different matter
Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


Last edited by paps; September 8th, 2015 at 12:09 PM. Reason: attach snapshot
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Old September 8th, 2015, 03:59 PM   #17 (permalink)
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Ok, so if I read it right, there is 2x more commercials in Short possitions then in Long as to 1st Semptember at Crude Oil, Light Sweet. My question will be perhaps silly, but to what belongs that Crude Oil, Light Sweet? I tought there severe kinds of oil (WTI, Brent, Canadian HVY, Dubai, ...).

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Old September 8th, 2015, 04:10 PM   #18 (permalink)
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perhaps folks have already given an answer. Not sure if this helps. If not ignore as this is paid (https://www.pinnacledata.com/) which typically i use "IDX DB" for longer term analysis. However I do not do COT and as pointed perhaps COT data is available elsewhere better.

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Old September 8th, 2015, 04:18 PM   #19 (permalink)
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jirakst View Post
Ok, so if I read it right, there is 2x more commercials in Short possitions then in Long as to 1st Semptember at Crude Oil, Light Sweet. My question will be perhaps silly, but to what belongs that Crude Oil, Light Sweet? I tought there severe kinds of oil (WTI, Brent, Canadian HVY, Dubai, ...).

There are several grades of crude oil; for a primer see
https://en.wikipedia.org/wiki/West_Texas_Intermediate

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Old September 9th, 2015, 06:29 AM   #20 (permalink)
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Is the only benefit of pinnacledata before official CoT reports daily base? Last report at CoT is from 1st Semptember, are reports published biweekly?

Yes, I know there are various kinds of oil, but what I would expect from them is some degree of mutual price correlation. Majority customers can substitute one kind for another onewhich really neccessary, don't they?

In the report is part of oil:

CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Disaggregated Commitments of Traders - Futures Only, September 01, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 1,688,806: 158,459 300,621 220,887 297,795 196,614 250,891 140,701 286,520 236,286 126,134 266,649: 72,500 73,772
Old : 1,688,806: 158,459 300,621 220,887 297,795 196,614 250,891 140,701 286,520 236,286 126,134 266,649: 72,500 73,772
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 11,655: -8,121 -1,200 2,752 -1,948 10,619 5,653 -15,303 3,629 7,364 23,541 950: -11,191 -8,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 17.8 13.1 17.6 11.6 14.9 8.3 17.0 14.0 7.5 15.8: 4.3 4.4
Old : 100.0: 9.4 17.8 13.1 17.6 11.6 14.9 8.3 17.0 14.0 7.5 15.8: 4.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 367: 54 66 18 21 34 51 61 76 62 63 81:
Old : 367: 54 66 18 21 34 51 61 76 62 63 81:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 13.1 26.5 22.3 15.0 10.2 21.5 16.3
Old : 15.4 13.1 26.5 22.3 15.0 10.2 21.5 16.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0

Why WTI and Brent Crude Oil is at opposite side of long/short possitions. What does it mean "Swap" and "Last Day" in the report?

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