Market Data Disclosure after the Next Generation System (NGS) Goes Live

4.24.2009

  Tokyo Commodity Exchange has decided how to disseminate market data after the launch of the NGS as follows.  

Market Data under Current System Market Data under NGS Method and frequency of Disclosure
Volume by Member
(per Commodity/Contract Month)
Volume by Contract Month per Product
Volume by Top 10 Members
per Product (*1)
Website / Daily
(around 19:00)
Final Settlement Volume per Product (*2) Website / Final Settlement Day
(around 19:00)
Open Interest by Member
(per Commodity/Contract Month)
Proprietary Open Interest by Member
(per Commodity/Contract Month)
Open Interest by Contract Month per Product
Open Interest by Category (*3)
Website / Daily
(around 19:00)
Concentration of Positions Held by Large Traders (*4) Website / Once a month
(data as of the 10th is to be published on the following third business day)
Exercised Volume by Member
(by Series)
Exercised Volume by Series Website / Daily (around 19:00)

(*1) Volume of each member by product in one clearing period (night session of T-1+ day session of T) will be calculated, and the volume and the name of top 10 members will be disclosed.

(*2) As for cash-settled futures transactions (Gold Mini, Platinum Mini and Crude Oil Contracts), the final settlement volume will be disclosed on the final settlement day.

(*3) Open interest by product will be calculated per category listed below.

Current Breakdown NGS Category Breakdown
7 Categories 2 Categories
1. Proprietary (1)Trade Member – Proprietary

Commercials Total:
Summing up (1)(3)(5) and (7)   Non-commercials

Total:
Summing up (2)(4) and (6)  

(2)Broker Member – Proprietary
2. Customer (3)Commercials - Customer
(4)Non-commercials-Customer
3. Member
  Customer
(5)Trade Member - Customer
(6)Broker Member-Customer
(7)Affiliate/ Associate Member - Customer

(4*) On the 10th of every month (the business day before in case of a holiday) long and short positions per product will be aggregated and the Exchange will disclose the percentage of positions held by the top 5 traders, the top 10 traders, as well as all large traders. The data will be published on the third business day following the 10th of each month (e.g: for May, data as of 5/8th will be published on 5/13th).

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