Hi guys i was wondering how do you compute the open interest in the commodity futures
I think it make sense to consider the total amount of the issued contracts and not to focus on the latest, due to rollovers. And using the Cot it may be too late beeing issued weekly
So what do you guys do? do you sum it up with excell dde or focus on just some contract?
I think it make sense to consider the total amount of the issued contracts and not to focus on the latest, due to rollovers. And using the Cot it may be too late beeing issued weekly
So what do you guys do? do you sum it up with excell dde or focus on just some contract?