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Future Calendar Roll Enhancement | Weekly Release 11/17/2023

Added front open interest to total open interest ratio column


FT OI/Total OI” column has been added to show the front open interest to total open interest ratio. Traders can add the column from “Table” – “Manage Columns”. Traders can see historical data & run Seasonality Analysis by double clicking.


In the seasonality analysis above we can see the how the front to total OI ratio performed leading into the last four FV early delivery dates.


Note: For official Seasonality Analysis document, please contact Jordan Hu.




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