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dandxg

Calculating Open Interest Changes Daily

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I am hoping some nice individual can help. I would like to know where you go for the open interest numbers and change calculations. There are more than one offerings from CME which makes it a bit confusing.

 

For instance, you have http://www.cmegroup.com/daily_bulletin/preliminary_voi/VOIREPORT.pdf

 

 

 

 

 

The first appears to calculate net change for you, the last 2 you need to do yourself, subtract the delta.

 

I don't understand why there is one for final and one pre-clearing?

 

I am familiar with COT but it has serious lag IMO.

 

TIA. Good trading to all.

 

Dan

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