Open interest records: VIX futures hit a new record for open interest with more than 673,000 contracts on August 7, and VIX options reached a new record for open interest with 14,783,380 contracts open on Aug. 15. Volume records: Aug.10 was an all-time record volume day for both VIX futures (volume of 942,109 contacts) and for VIX options (volume of 2,538,121 contracts).
CME Group, the world's leading and most diverse derivatives marketplace, announced it set a total open interest record of 123.1 million contracts on March 9, 2017, driven primarily by strong open interest in the interest rates complex. The new record surpassed the previous open interest record of 122.7 million contracts set on Dec. 15, 2016.
Why all this interest in the long side of natural gas? Because the hedge funds realize that we are crossing that historic turning point in this market where demand growth expectations will start to outstrip production increases.
This week will be remembered for the Cypriot banking crisis. The largish jump in gold open interest last night on a small fall in the price suggests new buyers are accumulating positions at these levels.