Hello,
The open interest data for futures shows the front month. I was interested to have the ability to see all contracts added together (or front plus the next one available); this I think will smooth out the roll effect (see below).
Hello,
The open interest data for futures shows the front month. I was interested to have the ability to see all contracts added together (or front plus the next one available); this I think will smooth out the roll effect (see below).