CBOT President and CEO Bernard Dan said, "The CBOT's superior market-oversight capabilities, including its state-of-the-art surveillance technology and its self-regulatory programs, are the cornerstone of the exchange's market integrity. These features have instilled a high level of confidence in our marketplace, resulting in customers continuing to trade in CBOT's liquid and transparent markets."
Current open interest in the CBOT U.S. Treasury futures complex is more than 3,235,000 million contracts, with nearly half that amount already rolled into June, the next contract month. The industry considers open interest to be a barometer of a contract's liquidity, the ability to get in and out of the market and put on positions of size without moving the market.
