This script calculates and plots the net positions for CME futures products based on the CFTC Commitment of Traders Report on market open interest released each Friday afternoon.
Currently the following products are covered:
FX Futures:
EUR, GBP, JPY, CAD, AUD, NZD, CHF, MXN, RUB, BRL, ZAR
Cryptocurrency Futures:
BTC
More products may be added later.
Currently the following products are covered:
FX Futures:
EUR, GBP, JPY, CAD, AUD, NZD, CHF, MXN, RUB, BRL, ZAR
Cryptocurrency Futures:
BTC
More products may be added later.
Информация о релизе:
included Equity Futures:
- ES
- NQ
- ES
- NQ