- Record U.S. Treasury futures and options OI of 31.6 million contracts
- Record SOFR futures OI of 13.7 million contracts
CME Group, the world's leading derivatives marketplace, today announced that open interest (OI) in its deeply liquid interest rate futures reached an all-time record of 40,031,688 contracts on August 13. The same day, CME Group U.S. Treasury futures and options OI hit a record 31,615,333 contracts and SOFR futures OI hit a record 13,738,220 contracts.
Additionally, CME Group's interest rate futures reached a record 3,526 large open interest holders (LOIH), as noted in the CFTC's July 29 Commitment of Traders report.
"New open interest records in our interest rate, U.S. Treasury and SOFR contracts highlight the market's growing need for risk management and price discovery across the yield curve," said Mike Dennis, CME Group Global Head of Fixed Income. "As clients navigate global uncertainty and shifting views on monetary policy, they are continuing to rely on our interest rate complex for precise hedging tools with deep liquidity and significant capital efficiencies."
