Support Board
Date/Time: Fri, 14 Mar 2025 14:42:22 +0000
Post From: Open Interest Study
| [2024-12-22 22:05:35] |
| User480109 - Posts: 49 |
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This link here is to CME SOFR futures which has OI and change. https://www.cmegroup.com/markets/interest-rates/stirs/one-month-sofr.volume.html. It looks like by the timestamp of last updated, CME updates these values for previous trading date the next day around 9am to 10am. Does SC automatically update these values as soon as CME updates them? Also, yes the OI is reported on an individual outright basis, but the OI study can be applied to composite symbols. What is the calculation SC does behind the scenes so to speak? I think a spread can have OI change as it is two different outrights and if a new long position is opened at the same time as a new short position, then OI would both increase? |