Market Data Disclosure after the Next Generation System (NGS) Goes Live
HOME > News > 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: Total: |
| (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).
