I am curious too what the SP , ES , ND , NQ , DJ , YM , RL , ER2 did open interest wise today if anyone has yesterdays CME #'s or todays CBOT #'s feel free to post them here is what CME is is showing today for O.I. totals SP 633,690 ES 965,472 ND 56,620 NQ 276,727 RL 31,596 (ER2) 223,883 here is what CBOT is showing yesterday for O.I. totals DJ 33,810 YM 51,329 -I am really curious if the open interest on ES went up our down today. I am pretty sure it went down on short covering.-
80% of my longs were up and 72% of my shorts were down for the day (36 securities total). Doesn't feel indiscriminate to me.
Not when you trade futures on the indexes. Caught a $4.50 pop on ES (S&P500-emini) from 1220-1224.50 4 contracts on a 50 multiplier =$900. Not bad for three minutes work.
Futures yes, stocks/opts no - I got so hammered early in the week that I was skittish about betting big, and had other trades on at the time.
Hmm - looking at my ES open interest, it says 964,967 for both 9/28 and 9/29 - which means that today's open interest hasn't been calculated yet and they just plug into yesterday's for now it seems. Anyone know any better?
Just checked the CME bulletin http://www.cme.com/daily_bulletin/Section01_Summary_Volume_And_Open_Interest_Futures_2005187.pdf Today's is not out yet, so there is a one day delay on the reporting of Open Interest. So we'll all know the answer to the OI question tomorrow. And the CME OI in the bulletin sums across all contracts I think. That explains why the 965,472 in the bulletin is bigger than the 964,967 on my screen for ESZ05. Abt 500 odd ESH06s out there held by eager beavers.
I believe those totals ( CME ) reflect thursday's trading the WSJ on friday will show this plus show the net change in O.I. ... from wed there might be some other sites on the internet that do this too