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-----