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Quantitative Finance · Glossaire

Qu'est-ce que « Open interest » ?

Definition 18.5 Markets I: The Ecosystem and Exchange-Traded Markets · Chapitre 18 — Futures Contracts and Their Exchanges

Open interest is the total of all contracts entered into and not yet offset by a transaction, by delivery or by exercise. Each open contract has one long and one short; a trade raises open interest when both sides open, lowers it when both close, and leaves it unchanged when one side hands its position to the other.

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