CHICAGO, Feb. 25, 2021 /PRNewswire/ -- CME
Group, the world's leading and most diverse derivatives
marketplace, today announced that Ultra 10-Year Note futures
reached a record volume of 1.7 million contracts on February 23, surpassing the previous record of
1.5 million set on February 25,
2020. A record 1.8 million 30-Year Bond futures contracts
were also traded on February 23,
passing the prior record of 1.7 million set on February 25, 2020.
Additionally, Ultra 10-Year Note futures reached numerous open
interest (OI) records during the month of February, including a
record 1.4 million contracts on February 22,
2021, surpassing the previous record of 1.32 million set on
February 19, 2021.
"CME Group is the destination for interest rate and treasury
market risk management, as global clients look to manage continued
uncertainty across the U.S. and global economies," said Agha
Mirza, Managing Director and Global Head of Interest Rate and OTC
Products, CME Group. "During the month of February, we have
seen strong trading volume and record open interest across a number
of products in response to rapidly increasing U.S. Treasury market
volatility as yields in some tenors have reached 12-month highs. We
continue to focus on providing our global client base with the
tools they need to mitigate risk going forward."
Other notable records across CME Group's Interest Rates complex
during the month of February, include:
- Multiple 3-Year Mid-Curve options OI records in February,
including a record 5.4 million contracts on February 11, above the prior long-standing record
of 5.05 million contracts set in September
2013.
- Record Eurodollar 3-Year Mid-Curve options volume of 994,059
contracts on February 16, surpassing
the prior record of 891,227 set on January
11, 2021.
- Record SOFR futures OI of 751,594 contracts on February 24, passing the prior record of 746,131
set on February 22, 2021.
- Record 3-Year Note futures OI of 13,584 contracts on
February 23, passing the prior record
of 12,082 set on February 22,
2021.
For more information on CME Group's Interest Rates markets,
please see: www.cmegroup.com/interestrates.
As the world's leading and most diverse derivatives marketplace,
CME Group (www.cmegroup.com) enables clients to trade futures,
options, cash and OTC markets, optimize portfolios, and analyze
data – empowering market participants worldwide to efficiently
manage risk and capture opportunities. CME Group exchanges offer
the widest range of global benchmark products across all major
asset classes based on interest rates, equity
indexes, foreign exchange, energy, agricultural
products and metals. The company offers futures and
options on futures trading through the CME Globex® platform, fixed
income trading via BrokerTec and foreign exchange trading on the
EBS platform. In addition, it operates one of the world's leading
central counterparty clearing providers, CME Clearing. With a range
of pre- and post-trade products and services underpinning the
entire lifecycle of a trade, CME Group also offers optimization and
reconciliation services through TriOptima, and trade processing
services through Traiana.
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Globex, and, E-mini are trademarks of Chicago Mercantile
Exchange Inc. CBOT and Chicago Board of Trade are trademarks of Board
of Trade of the City of Chicago,
Inc. NYMEX, New York Mercantile Exchange and ClearPort are
trademarks of New York Mercantile Exchange, Inc. COMEX is a
trademark of Commodity Exchange, Inc. BrokerTec, EBS, TriOptima,
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CME-G
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SOURCE CME Group