X.EUR June 15th 2014 statement

Starting today June 15th, X.EUR monthly data will be published here.

The reported close shall be the price of the last trade that happened prior to the rollover, the implied EUR/BTC shall be calculated as 1/close.

The reported VWAP is, not very surprisingly, calculated as the sum of all trade prices times the traded quantity, divided by the sum of traded quantities.

The open interest is the number of contracts currently held by parties other than the market maker, aka myself.

-----BEGIN PGP SIGNED MESSAGE-----
Hash: SHA1

X.EUR 15/06/2014 report

Close              : 0.00226585 BTC
Close imp. EUR/BTC : 441.34 EUR/BTC
Volume             : 16,817 contracts
VWAP               : 0.00235050 BTC
VWAP imp. EUR/BTC  : 425.44 EUR/BTC
Open interest      : 1,234 contracts (+293 since 15/05)

-----BEGIN PGP SIGNATURE-----
Version: GnuPG v1.4.13 (Darwin)

iQEcBAEBAgAGBQJTneO0AAoJEBMojqsBcTQofTgH/ArygYQzgXcjTKSW5itmfbk8
7ODM3TArOYNUWbgC5azBOV/vAC3Z16qUiG4wg23mPbjegNyiGiBzmQtHzGmmrzOX
0DIHduHLE5cI+aWwglKP+SSgChqnbmLi4H025n0R+YBXvCj6/p7WLlg7r80xxy00
t/qogsK6KntjSYpwwhFGycfDQv+PLv6iP0YKDKKAYW7Vg/Av7+KpzqFBiBcdmN9y
KY8/1AuMJzEdUbAHx+s83oQ8Dvbvej2IxOpOoUJc2WYWwxFnYuw0IsU7yeGKmsfu
mWSvkkSTLAopiOgvuvhEh1n0z2r9+0BWctbZ4AIjfSW1+XD77ATzqB1mVN0xC2Q=
=4h9x
-----END PGP SIGNATURE-----

Leave a Reply

Your email address will not be published. Required fields are marked *