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Exchange Open Interest
Exchange Open Interest (EOI) is a calculation produced by LCH.Clearnet to represent open exchange positions of LME clearing members for a particular prompt date. EOI does not take into account the positions of clients of members or non-clearing members. EOI is calculated from open positions recorded on LCH.Clearnet’s matching system. The LME reports EOI in lots for each plastics contract and by individual prompt date. EOI represents the exposure of LCH.Clearnet to clearing members.
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