Futures banding

Published daily, the futures banding report shows the number of market participants holding futures positions as a percentage of Market Open Interest.

The report is displayed by contract, by long and short position and by prompt date, with the latter denoted by the use of M1, M2 and M3 representing the three nearby third Wednesday prompts. Each of these prompts roll on the Monday before the third Wednesday.

The positions are broken down into five banding groups in terms of the size of the positions as a percentage of Market Open Interest for that particular third Wednesday prompt date: 5-<10%,><20%,><30%,><40%, 40%="">.

Futures Banding for 28 July 2021

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