Infographic: Historic Interest Rates Volume – May 29, 2018
The Liquidity You Need at Any Point Along the Curve
On May 29, amidst a flurry of economic and geopolitical concerns, participants facilitated unprecedented risk transfer across the entire yield curve via CME Group's deeply liquid Interest Rate products. A record 39.6 million Interest Rate futures and options contracts traded, surpassing the previous record of 26.6M contracts set on November 9, 2016.
May 29 volume records:
- More than 24 million Treasury futures contracts traded, surpassing the previous record of 14.5 million contracts set on February 26, 2018
- Ultra 10-year Note futures, which launched just over two years ago, traded 1.1 million contracts, surpassing the previous record of 645,000 set November 27, 2017
- 1.18 million Fed Fund futures contracts, surpassing the previous record of 972,000 set May 24, 2018
- 8.95 million 10-year Treasury Note futures contracts, surpassing the previous record of 5.7 million set May 24, 2018
- 7.6 million 5- year Treasury Note futures contracts, surpassing the previous record of 4.4 million set February 26, 2018
- 4 million 2-year Treasury Note futures contracts, surpassing the previous record of 2.58 million set February 26, 2018
Related
Read an update on key liquidity measures in Interest Rate futures during Q1 2018, including the quality of the CLOB, OI and more.
All examples in this report are hypothetical interpretations of situations and are used for explanation purposes only. The views in this report reflect solely those of the author and not necessarily those of CME Group or its affiliated institutions. This report and the information herein should not be considered investment advice or the results of actual market experience.
