Open interest records also were set within the CBOT’s U.S. Treasury complex on May 13. Open interest in CBOT Ten-Year U.S. Treasury Note futures rose to a new high of 2,200,973 contracts, surpassing the previous high of 2,184,350 contracts set on May 11. In CBOT Ten-Year U.S. Treasury Note options, open interest increased to a high of 3,557,065 contracts, exceeding the previous high of 3,527,259 contracts set on April 21. In addition, open interest in CBOT Five-Year U.S. Treasury Note options increased to a high of 1,383,121 contracts, surpassing the previous high of 1,366,897 contracts set on May 12.
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