CME Group, the world's leading and most diverse derivatives marketplace, today announced that Ultra 10-Year Note futures reached a record volume of 1.7 million contracts on February 23, surpassing the previous record of 1.5 million set on February 25, 2020. A record 1.8 million 30-Year Bond futures contracts were also traded on February 23, passing the prior record of 1.7 million set on February 25, 2020.
Additionally, Ultra 10-Year Note futures reached numerous open interest (OI) records during the month of February, including a record 1.4 million contracts on February 22, 2021, surpassing the previous record of 1.32 million set on February 19, 2021.
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"CME Group is the destination for interest rate and treasury market risk management, as global clients look to manage continued uncertainty across the U.S. and global economies," said Agha Mirza, Managing Director and Global Head of Interest Rate and OTC Products, CME Group. "During the month of February, we have seen strong trading volume and record open interest across a number of products in response to rapidly increasing U.S. Treasury market volatility as yields in some tenors have reached 12-month highs. We continue to focus on providing our global client base with the tools they need to mitigate risk going forward."
Other notable records across CME Group's Interest Rates complex during the month of February, include:
Source: CME