The company's interest rate ADV reached a record 18.3 million contracts and its deeply liquid U.S. Treasury complex hit an all-time monthly record ADV of 11.5 million contracts, including the highest volume ever for 2-year, 5-year and 30-year futures contracts. In addition, SOFR futures an...
Robin Ross, managing director of interest rate products at CME, said that the futures are introduced as a response to a strong demand for a contract that is similar to the 30-year Treasury bond. Ross added that the futures will not replace the 30-year bond future and will instead ...
The company’s interest rate ADV reached a record 18.3 million contracts and its deeply liquid U.S. Treasury complex hit an all-time monthly record ADV of 11.5 million contracts, including the highest volume ever for 2-year, 5-year and 30-year futures contracts. In addition, SOFR futures a...
CME Group US Treasury Futures CME Group 5-Year US Treasury Note Contract Specifications Categories: Sponsored Pages Sponsored Pages - OCC Sponsored Pages - OIC 5-Year T-notes Futures Contracts Futures Contracts Traded on CME Group Interest Rate Futures Contracts 5-year T-notes Options Options ...
the contracts with 2-Year Treasury Note futures — for example, reducing the contract’s tick size from 1/4 of 1/32 to 1/8 of 1/32. This reflects a similar 2-Year Treasury Note futures tick reduction in January 2019, which improved cost-to-trade for participants by as much as 32%....
CME Group credit futures are futures contracts designed to help market participants manage duration risk through an intercommodity spread with US Treasury futures. In addition investors should be able to gain exposure to and manage credit component risk through futures on Bloomberg’s duration-hedged ...
is launching a smaller Bitcoin futures contract in a bid to appeal to retail investors who may be priced out of the exchange’s existing crypto offerings. The weekly futures contracts, dubbed Bitcoin Friday futures, will be priced at one-50th the size of one Bitcoin, meaning that ...
Record Interest Rate ADV of 14,489,970 contracts, an increase of 16% year-over-year Record SOFR futures ADV of 3,907,864 contracts Record SOFR options ADV of 2,428,682 contracts Record 5-Year U.S. Treasury Note futures ADV of 1,568,475 contracts ...
Our European short-term rate or ESTR contracts traded a record 10,000 contracts per day in September. Our newly listed treasury bill futures launched on October 2, and we have traded over 15,000 contracts in the first three weeks. This is one of the most successful launches of a raised ...
CFTC commissioner hails derivatives launched last week on Chicago’s futures exchange September 16 2020 Futures contracts US futures exchanges target retail investors with ‘mini’ contracts New products come after rising stock markets lift notional value, and therefore fees, of popular bets ...