News and insights from @CMEGroup's leading interest rate derivatives marketplace.
Chicago, IL
- Tweets 800
- Following 364
- Followers 16,007
- Likes 607
CME Group Interest Rates retweeted
Huge build up in Treasury futures open interest as yields have propelled. Yesterday $9m/01 of 10-year notes added 😲
Bond bears still feasting 🐻🍔 @Interest_Rates
4
11
1,257
Interest Rates options added 1.28M contracts of open interest (OI) yesterday, led by SR3 (+700K), TY (+485K) and FV (+240K).
SR3 heatmap by OI change day over day 👇
1
5
39
3,304
View the heatmap for FV, US and TU 👇
spr.ly/6010BG94ck
1
465
CME Group Interest Rates retweeted
Ultra 10 options open interest tops 90K contracts, +5X YTD.
Treasury traders looking for precise 10-year options exposure are increasingly turning to Ultra 10, where vastly improved liquidity is enabling institutional flow.
5
23
2,878
With hawkish consensus building, demand for protection against a less aggressive Fed is rising.
Good read from @EddBolingbroke highlighting the recent build up of open interest in March 2027 96.25 and 97.00 #SOFR call options.
👉 spr.ly/6013BG5smP
7
21
3,542
Today's 2-Year auction will be the 30th held at the record $69B size level.
Despite the heavy, sustained supply over this stretch, demand has been fairly consistent. Across the prior 29 auctions, average bid-to-cover sits at 2.62, with a high of 2.81 and a low of 2.41.
1
11
22
2,915
Chart data sourced from CME Group's TreasuryWatch tool, powered by @QuikStrike1. spr.ly/6013BGdbXT
1
520
📉 Dealers build record net short in 10-Year (TY) futures.
Since Aug. 4, Dealers have added 235K contracts in new short positions, pushing net short to a record -719K.
Over the same period, leveraged funds trimmed net shorts and asset managers added to net longs.
1
9
29
10,967
Translate positioning data into actionable intel with our Commitment of Traders tool, powered by @QuikStrike1.
spr.ly/6010BGbNFK
3
631
Key events this week in the Rates market:
Tue: Fed speak, 2-Yr auction ($69B new issue)
Wed: S&P PMI, 5-Yr auction ($70B new issue)
Thu: 7-Yr auction ($44B new issue)
Fri: Durable goods
5
14
2,690
#SOFR options added 942K contracts of new OI yesterday, the largest daily inflow since February.
📈 SR3Z6 (+300K) change by strike 👇
1
8
30
3,927
Visualize open interest patterns by expiration and strike with @QuikStrike1 analytics:
spr.ly/6016BGp0FO
2
610
Asset managers add to record short positions in #SOFR futures.
According to the latest CFTC data (9/8), SR3 short positions held by asset managers rose by 126K contracts last week, building upon the 136K added the week prior.
10
26
4,867
A look at the key events for USD rates in the week ahead:
Mon:
Tue:
Wed: #FOMC
Thu:
Fri:
5
4
36
4,228
Access the $1.5T leveraged loan market in a new way. S&P UBS USD Liquid Leveraged Loan Index futures are now available to trade.➡️ spr.ly/6011BGM9gV
2
10
2,802