Around-the-clock liquidity is the most important attribute of our interest rate futures and options marketplace. Our latest paper covers volume, OI and participation highs reached in 2016, and consistently tight bid-ask spreads.
Eurodollar and Treasury options have each hit new milestones, building off of deep, electronic liquidity.
With analytics that were enhanced in 2016, the CME Group FedWatch Tool was cited in nearly 600 media articles and 300 TV and radio shows last year as the marketplace sought to predict Fed action.
Data through January 10, 2017 unless otherwise specified.