CME Commitment of Traders [lfnt]

2020年1月19日

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.

2021年1月10日

發行說明

included Equity Futures:
- ES
- NQ