SFRA @comdtygo

usd rates, son of the king Mid-curve Joined June 2020

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CME Group Interest Rates @Interest_Rates

3 days ago

#FedWatch: Market-implied probability of three 2025 rate cuts jumps to 64% post-NFP.

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CME Group Interest Rates @Interest_Rates

4 days ago

3-Month #SOFR futures (SR3) OI tops 13 million for the first time, less than 4 weeks since crossing 12 million for the first time. Traders have now added 2.1 million in new positions since the June IMM – on pace to be the largest quarterly inflow on record.

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CME Group Interest Rates @Interest_Rates

5 days ago

🥇 Fed Funds futures (ZQ) open interest just hit its highest level ever, narrowly besting the prior high set in May. Among the most widely used tools for trading Fed policy, #ZQ prices offer a direct reflection of market expectations on the future course of the Fed policy.

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CME Group Interest Rates @Interest_Rates

6 days ago

#SOFR futures curve today vs. a week ago, a month ago, a quarter ago.

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CME Group Interest Rates @Interest_Rates

7 days ago

The jobs report highlights a holiday-shortened week ahead in Rates: Mon: Labor Day (U.S. Markets Closed) Tue: EU Flash Inflation, ISM Manufacturing PMI, T-Bill (13-Wk, 26-Wk, 52-Wk) Auctions ($205B) Wed: JOLTS Report Thu: ISM Services PMI Fri: Non Farm Payrolls

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CME Group Interest Rates @Interest_Rates

2 weeks ago

According to #FedWatch, markets are now pricing a 59% probability of four rate cuts in 2026.

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CME Group Interest Rates @Interest_Rates

2 weeks ago

SOFR Z5Z6 spread falls to new lows as traders expand 2026 easing expectations.

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CME Group Interest Rates @Interest_Rates

2 weeks ago

3-Month SOFR futures (#SR3) OI sits at a record 12.75M, having added 1.8M contracts in the 45 days since the last quarterly expiration -- the largest such inflow on record.

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CME Group Interest Rates @Interest_Rates

2 weeks ago

#SOFR futures open interest surges above 14 million contracts for the first time.

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CME Group Interest Rates @Interest_Rates

2 weeks ago

🚨 Treasury futures open interest tops 24 million contracts for the first time.

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CME Group Interest Rates @Interest_Rates

3 weeks ago

📈 Momentum building in Credit futures! Open interest just topped 4,500 contracts, aided by an influx of new users and the first derived block trade.

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CME Group Interest Rates @Interest_Rates

3 weeks ago

🚨 5-Year Note futures (ZF) open interest now highest ever. On the back of 19% growth YTD, outpacing all other tenors, ZF OI has climbed to a record 7.35M contracts ahead of the Sep-Dec roll.

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CME Group Interest Rates @Interest_Rates

3 weeks ago

The Fed's annual Jackson Hole Symposium headlines the week ahead in Rates: Mon: T-Bill Auctions ($155B) Tue: Canada Inflation, U.S. Housing Starts Wed: FOMC Minutes, UK Inflation, 20-Yr Auction ($16B) Thu: Start of Jackson Hole Symposium Fri: Japan Inflation

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CME Group Interest Rates @Interest_Rates

3 weeks ago

40 million and counting. Our Interest Rates futures complex has hit a new record, with OI up 12.6% YoY.

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CME Group Interest Rates @Interest_Rates

4 weeks ago

Changing Fed expectations continue to stimulate SOFR futures activity: This week saw the single largest one day rise in SR3 open interest of +318,994 contracts to hit a new record of 12.334M

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CME Group Interest Rates @Interest_Rates

4 weeks ago

Today, we announced new open interest records in our interest rate, U.S. Treasury and SOFR contracts. Learn more here. spr.ly/6015fSRQd

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CME Group Interest Rates @Interest_Rates

4 weeks ago

Bigger moves at the short end of the curve. The last three months for Treasuries has seen: 2-Yr yields - Down 34.9bps Ultra T-Bond yields - Down 2 bps

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CME Group Interest Rates @Interest_Rates

4 weeks ago

A record-breaking start to the year for FX options at CME Group! 👏 Open positioning reached an all-time high in March (1.2M+ contracts / $128.1B notional) as clients leverage the benefits of electronic execution and central clearing.

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CME Group Interest Rates @Interest_Rates

4 weeks ago

With FedWatch now at a ~90% probability of a cut in Sept, all eyes are on inflation and key data ahead: Mon: T-Bill Auctions ($155B) Tue: Australia Rate Decision, U.S. CPI Wed: Germany and Spain Inflation Thu: PPI, UK GDP Fri: Japan GDP Growth, Mich Consumer Sentiment

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ACLLC @acllc2

a month ago

UST liquidity issues? Not really on the futures side at least. 1) US/ZB book depth and cost to trade via Quikstrike/CME the two biggest drops in the last year: Yenmageddon last August and Liberation Day in April. Other than that liquidity/dept has been ample. Avg Bid depth…