Infographic: Historic Interest Rates Volume – May 29, 2018

1 Jun 2018
By CME Group
Topics: Interest Rates

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

- Read more
- Interest Rate Futures Liquidity Update
- Read an update on key liquidity measures in Interest Rate futures during Q1 2018, including the quality of the CLOB, OI and more.

About CME Group

As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. Comprised of four exchanges - CME, CBOT, NYMEX and COMEX - we offer the widest range of global benchmark products across all major asset classes, helping businesses everywhere mitigate the myriad of risks they face in today's uncertain global economy.

CME Group on Twitter

CME Group on Facebook

CME Group on LinkedIn

Send Us Feedback

Who We Are

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.