Graphs and Commentary via Reuters. Helps to understand why markets are so thin lately as positions are closed and standing on Sidelines is profitable stance.
|GRAPHIC – Open Interest sharply lower…a visual journey Mar 30 2020 07:47 by Divyang Shah Our earlier comment focused on the reduction in open interest for Treasury, Bund, Gilt and VIX futures. You can read the comment titled “Open Interest sharply lower, liquidity/depth issues remain” at nL8N2BN29D. The charts below show the reduction in open interest for the above futures contracts… Chart 1: Treasury Open Interest Chart 2: Bund Open Interest Chart 3: Gilt Open Interest Chart 4: VIX Open Interest VIX OI IMAGE : https://reut.rs/2X0Rgi6 Treasury OI IMAGE : https://reut.rs/2UtUbyd Bund OI IMAGE : https://reut.rs/2UvJBHg Gilts OI IMAGE : https://reut.rs/2WW59hE|
|Refinitiv Global Markets, Inc. is a Registered Investment Adviser. Refinitiv Global Markets disclosure statement is available on the web at https://www.ifre.com|
© 2020 Refinitiv. All rights reserved. Republication or redistribution of Refinitiv or Refinitiv Global Markets content, including by framing or similar means, is prohibited without the prior written consent of Refinitiv or Refinitiv Global Markets. Refinitiv and the Refinitiv logo are trademarks of Refinitiv and its affiliated companies.