CME Group Interest Rate Futures Open Interest Sets New Record of 40 Million Contracts

CME’s Interest Rate Futures Open Interest Hits a New Record

The same day, open interest in U.S. Treasury futures and options hit 31,615,333 contracts, while SOFR futures open interest reached 13,738,220 contracts, both all-time highs.  CME also recorded 3,526 large open interest holders in interest rate futures, according to the U.S. Commodity Futures Trading Commission’s 29 July Commitment of Traders report. “New open interest records in our interest rate, U.S. Treasury and SOFR contracts highlight the …

CME Interest Rate Futures Open Interest Reaches New High - Markets Media

Record U.S. Treasury futures and options OI of 31.6 million contracts Record SOFR futures OI of 13.7 million contracts CME Group, the world’s leading derivatives marketplace, announced that open interest (OI) in its deeply liquid interest rate futures reached an all-time record of 40,031,688 contracts on August 13. The same day, CME Group U.S. Treasury futures and options OI hit a record 31,615,333 contracts and SOFR futures OI hit a record 13,7…

CME Group Interest Rate Futures Open Interest Sets New Record of 40 Million Contracts

Record U.S. Treasury futures and options OI of 31.6 million contractsRecord SOFR futures OI of 13.7 million contracts