CME launches Ultra 10 year US Treasury note futures and options.CME Group this week launched 'Ultra' 10 year US Treasury note futures and options, with nearly 70,000 contracts traded in the first four days by more than 80 firms.Alderson...
(一)新品种“Ultra 10”概况 芝加哥商业交易所集团(以下简称“CME集团”)于2016年1月11日上市利率类新品种“超级10年期美国中期国债期货”(Ultra 10-YearTreasury Note Futures),并以“Ultra 10”作为新品种的代称积极开展市场推广。新品种推出后受到市场参与者的广泛欢迎,参与者数量日渐增多,日均成交量和月末持仓...
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 Record 30-Day Fed Fund futures ADV of 601,203 contracts Record Ultra 10-Year U.S. Treasury Note futures ...
I’m very glad to say that if you look at the year-over-year open interest for the interest rate futures and options complex is up 2%. Yes, it’s only up 2%, but it is up 2%, having gone through that transition.
the ultra 10-year ADV was up 44% year-over-year. The bond futures is up 13%, the ultra bond is up by 7%. If you look further out the curve, if you look at, in particular, I guess, if you look at the back 32, the back 32 contracts in our Eurodollar futures, we've seen ...
including CME Group SOFR futures, Ultra 10-Year U.S. Treasury Note futures and Ultra U.S. Treasury Bond futures, with FICC-cleared U.S. Treasury notes and bonds. Repo transactions that have Treasury collateral with more than one year remaining to maturity will also be eligible for the enhan...
CME said there were bright spots in the third quarter despite headwinds in the rates business. Ultra 10-year note futures reached all-time high open interest of 1.1 million contracts in August. Duffy said market conditions can change quickly and increased activity in the longer end of the yield...
The plan is to build a new private Google Cloud region to support CME Group’s global trading, offering derivatives traders access to “cloud-based, ultra-low-latency networking and high-performance computing”.
CME Group, the world’s largest futures exchange, is planning to launch bitcoin trading, aiming to capitalise on surging demand this year among Wall Street money managers to gain exposure to the cryptocurrency sector. The Chicago-based group has been holding discussions with traders who want to ...
Treasury options mirror the maturities of the Treasury Futures CME Group offers: 2, 5 and 10-year contracts are complemented by the bond (between 15 and 25 years) and “ultra” (more than 25 years remaining) contracts. The options traded are American style and can be calls or puts. Some...