Cme group u.s. treasury futures open interest surpasses record 21 million contracts

Highest-ever annual adv of 5.5 million contracts also reached in 2023 chicago , nov. 28, 2023 /prnewswire/ -- cme group , the world's leading derivatives marketplace, today announced that open interest in its deeply liquid u.s. treasury futures set a new record of 21,428,757 contracts on november 24. this year, the notional value of open interest in cme group u.s. treasury futures grew to $2.57 trillion, an increase of 50% year-over-year, as the average daily volume (adv) reached 5.5 million contracts, the highest annual level ever.
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