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CME Group, the world's leading and most diverse derivatives marketplace, today announced a record in daily trading volume for its Treasury futures complex on Tuesday, May 28, 2013. Total daily volume for Treasury futures reached 10,476,906 surpassing its previous record of 10,103,808 set on February 26, 2013.
CME Group's interest rate complex recorded its second highest volume day overall reaching 16,786,280 just shy of the all-time record of 17,164,758 set on February 27, 2007.
"As these records demonstrate, CME Group continues to be the global destination for U.S. Interest Rate risk management across the entire yield curve, with our deeply liquid Options markets complementing our Treasury Futures markets," said Derek Sammann, CME Group's Senior Managing Director of Interest Rate and FX Products.
Additionally, CME Group's OTC Interest Rate Swaps set a record for daily notional value traded yesterday of $68,903,059,321 surpassing the previous record of $67,217,126,073 from August 13, 2012.
CME Group's Treasury complex also experienced record volumes yesterday in the 10-Year U.S. Treasury Note futures (4,216,687), the 5-year U.S. Treasury Note futures and options (2,994,162), and the 2-Year U.S. Treasury Note futures and options (1,929,500).
Additional information about CME Group's Treasury complex can be found at: www.cmegroup.com/ir, and OTC IRS at: www.cmegroup.com/otc.
CME Group's Treasury contracts are listed by and subject to the rules of CBOT; CME Group's OTC Interest Rate Swaps are listed by and subject to the rules of CME.
