The Eurodollar futures contract is one of the most popular electronically traded futures contracts on the Chicago Mercantile Exchange (CME). The Eurodollar numbers can help give a rough idea of margin flows on cleared interest rate swaps. 10/19/2004. Hedge for commodities. Eurodollar futures are a way for companies and banks to lock in an interest rate today, for money they intend to borrow or lend in the future. You can change your settings at any time. Participation and open interest reach new highs in CME SOFR Futures. Site News. Price Value of Option point: $2,500. Equity Derivatives. It also has the distinction of being one of. The figure has broken the previous low of around $1.61 billion reached on January 10. if 6000PE has the highest open interest, traders perceive it as important support for the current expiry. The deep liquidity of Eurodollar options provides traders with ample opportunities to speculate on the direction of US interest rates. The Futures Spreads page shows prices for spread quotes, as traded by the exchange.A "spread" is a contract to buy or sell multiple futures or options contracts at one time, rather than buying or selling individually. SOFR-linked open interest, which includes open interest in SOFR futures and options plus any Eurodollar futures and options open interest beyond June 2023, has increased to 20.2 million contracts since the adoption of SOFR-based fallbacks. Eurodollar futures open interest is about $12 trillion. Showing for the first time in 2020 a drop in Open Interest at a month end. Use ladders on the web and mobile app to view . Disclaimer: The above information is derived from sources deemed to be accurate and reliable. Insignia Futures & Options will not be held liable for any inaccuracies or omissions. All futures, options and OTC products and physicals. Settlement. SOFR-linked open interest, which includes open interest in SOFR futures and options plus any Eurodollar futures and options open interest in expirations beyond June 2023, has increased to 18.1. The prior day's open interest is 2,584,125. If, in the futures market, every long has a corresponding short, how do we end up in a situation where the open interest is an odd number? The open interest and day-to-day volume of eurodollar futures contracts often surpasses crude oil, Treasury notes and E mini S&P 500 futures contracts. Softs. Eris EUR Interest Rate Futures Closed Open Open Open Open Open Two, Five, Ten and Thirty Year U.S. Dollar Swapnote® Futures Open Open Open Open Open Open Eurodollar Futures Open Open Open Open Open Open One and Three Month SOFR Index Futures Open Open Open Open Open Open Two, Five, Ten and Thirty Year GBP SONIA Swapnote® Futures Closed Closed . Implied Volatility: 61.25%. SOFR futures open interest also set a new record of 757,943 contracts yesterday, exceeding the prior record of 751,594 contracts on February 24. Contract values. In addition, commodities volumes remained impressive during the second quarter. CME Group is the only entity to offer Eurodollar futures and options, a SOFR solution that includes SOFR futures, options, cleared swaps and Term SOFR. In general, most of the daily volume is concentrated in 18 - 24 months futures . Eris EUR Interest Rate Futures Open Closed Open Open Open Open Open Two, Five, Ten and Thirty Year U.S. Dollar Swapnote® Futures* Open Open Open Open Open Open Eurodollar Futures* OpenOpen Open One and Three Month SOFR Index Futures* OpenOpen Open Two, Five, Ten and Thirty Year GBP SONIA Swapnote® . Open interest is the total of all futures and/or option contracts entered into and not yet offset by a transaction, by delivery, by exercise, etc. Interest Rates. SOFR futures open interest reached 1,004,882 contracts yesterday . Currencies: British Pound futures, Canadian Dollar futures, Eurocurrency futures, Japanese Yen futures, Swiss Franc futures. It also has the distinction of being one of the first cash-settled futures . CME's ARRC endorsed Term SOFR Reference Rates . Eurodollar Futures ADV: 3.9M, +55% YoY. The market status window is an indication regarding the current technical availability of the trading system. | January 22, 2022 The aggregate of all long open interest is equal to the aggregate of all short open interest. Open interest and overnight volume of Eurodollar futures outperforms crude oil, treasury bills and E mini S&P 500 futures. E-mini S&p. Nifty Futures. CME Group is the only entity to offer Eurodollar futures and options, a holistic SOFR solution that includes SOFR futures, options, cleared swaps and Term SOFR, as well as BSBY futures ensuring market . For example, if a non-commercial trader in Eurodollar futures holds 2,000 long contracts and 1,500 . Open Interest (futures) Open Interest. Record use of extremely liquid CME Eurodollar and Treasury Options, and Eurodollar and Fed Fund Futures for risk management in times of interest rate uncertainty. Gain exposure to FANG+, FTSE and MSCI derivatives. Trade futures alongside equities, ETFs, and options on the same platform without moving funds between accounts. ICE Report Center. Additionally, SOFR-linked open interest, which includes open interest in SOFR futures and options plus any Eurodollar futures and options open interest beyond June 2023, has increased to 20.2 million contracts since the adoption of SOFR-based fallbacks. CME Futures OI at $1.675 trillion at end May, down from $2 trillion. CHICAGO, Dec. 2, 2021 /PRNewswire/ — CME Group, the world's leading and most diverse derivatives marketplace, today announced that its SOFR futures contracts reached a new open interest record, surpassing 1.6 million contracts on November 30, a 137% increase in open interest year to date and more than 60% growth since mid-September . CME Group is the only entity to offer Eurodollar futures and options, a holistic SOFR solution that includes SOFR futures, options, cleared swaps and Term SOFR, as well as BSBY futures ensuring market . Let's start with the first parameter, Eurodollar volume and its relationship to financial stress. CME. We also trade contracts based on other short-term interest rates, such as one-month London Interbank Offered Rate, or LIBOR, and Euroyen. . Eurodollar Futures (GE) Eurodollar futures are regarded as a key barometer of global money flows. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly. Spreads between contracts with different expirations, also known as the money curve. Time Does Futures Market Open On Sunday. To learn more about how we collect and use cookies, and how . Futures trading hours are subject to change. Dow Futures Real Time. No guarantees are made to the accuracy of the above information. The All Futures page lists all open contracts for the commodity you've selected.Intraday futures prices are delayed 10 minutes, per exchange rules, and are listed in CST. The minimum price that a six-month American . This accounts for more than a third, 38%, of total short-term interest rate futures and options open . But $1mm in notional of a 5 year swap is equivalent to 20 Eurodollar futures with notional amount of $20 trillion. This now represents almost 20% of total Eurodollar futures open interest, up from 10% a year ago. Stock Indices: Dow Jones Futures, S & P E mini Futures Thanks for the help. Stats We also trade contracts based on other short-term interest rates, such as one-month LIBOR, which stands for the London Interbank . A delivery obligation arising out of a short position may only be fulfilled by the delivery of certain debt securities issued by the Federal Republic of Germany, the Republic of Italy, the Republic of France, the Kingdom of Spain or the Swiss Confederation with a remaining term on the delivery day within the remaining term of the underlying. SOFR is a poor replacement for LIBOR. Source: Guggenheim, Bloomberg, CFTC. SOFR-linked open interest, which includes open interest in SOFR futures and options plus any Eurodollar futures and options open interest in expirations beyond June 2023, has increased to 18.1 million contracts since the adoption of SOFR-based fallbacks. SOFR-linked open interest, which includes open interest in SOFR futures and options plus any Eurodollar futures and options open interest in expirations beyond June 2023, has increased to 18.1 million contracts since the adoption of SOFR-based fallbacks. Open interest that remains after the delisting will be migrated into the E-mini S&P 500 futures and options contracts that are available electronically on CME Globex. Dow Futures Current. Open interest and overnight volume of Eurodollar futures outperforms crude oil, treasury bills and E mini S&P 500 futures. Meats: feeder cattle futures, live cattle futures, lean hog futures, pork belly futures. record open interest or large open interest holders in three key areas: One is in our Interest Rate business where we achieved an open interest record of over 74 million contracts, including records in Eurodollar futures, Treasury futures, Fed Fund futures, driven in large part by asset managers. SOFR-linked open interest, which includes open interest in SOFR futures and options plus any Eurodollar futures and options open interest beyond June 2023, has increased to 20.2 million contracts since the adoption of SOFR-based fallbacks. CME Group's Exchange Daily Volume and Open Interest Report summarizes exchange-wide volume, including futures and options volume, for Globex, Clearport/PNT and Open Outcry. Prices are determined by the market's forecasts of these interest rates. The CME Group reported that SOFR futures open interest set a new record on September 15 of 1,004,882 contracts, its seventh consecutive record open interest day. Cleared OTC notional volume (not just USD, but all IRS) is around $80 trillion. This is a change of N/A from last week. As a derivative financial vehicle, the price of Eurodollar futures is based on a calculation of interest rates on 3-month Eurodollar deposits for specified dates in the future. Dow Futures Live Streaming Chart. Open interest in CME Eurodollar futures contracts and options on futures contracts traded on our exchange was 18.3 million contracts as of December 31, 2004, representing a notional value of $18.3 trillion. The Eurodollar futures contract is one of the most popular electronically traded futures contracts on the Chicago Mercantile Exchange (CME). CME Swaps OI at $86 billion (single-sided), similar to prior month. SOFR-linked open interest, which includes open interest in SOFR futures and options plus any Eurodollar futures and options open interest in expirations beyond June 2023, has increased to 18.1 million contracts since the adoption of SOFR-based fallbacks. Total SOFR-linked open interest has increased to represent 36% of total short-term interest rate futures and options open interest at CME Group. CHICAGO, Sept. 16, 2021 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that its SOFR futures contracts reached a new record, surpassing one million contracts of open interest on September 15. It also has the distinction of being one of the first cash-settled futures . If you click "Accept Cookies", or continue without changing your settings, you consent to their use. Open Interest of SOFR Futures and Swaps. According to data from the dashboard of leading crypto market intelligence firm, Glassnode, open interest in Ethereum (ETH) futures has hit a three-month low of $1,605,850,992.22 on the crypto spot and derivatives exchange, Bitfinex. Open interest at the end of October was 128 million contracts, up 6 percent from October 2017 and up 19 percent from year-end 2017. We use cookies to ensure that we give you the best experience on our website. Please scan the QR code or search "SGX" in the app to follow. The dollar value of open interest (OI), or the number of futures contracts traded but not liquidated with an offsetting position, stood at $3.64 billion on Friday, marking a more than doubling for . . CME Group is the only entity to offer Eurodollar futures and options, a SOFR solution that includes SOFR futures, options, cleared swaps and Term SOFR. Futures Contract. Dealer positions by COT reports. Dow Jones Live Futures. Option Chain Nifty: Use the highest Open Interest to determine support and resistance: Using Nifty Option Chain table, the Open Interest data can give very useful clues to determine Support and Resistance. ICE Fees. Volume and Open Interest are for the previous day's trading session. Fixed Income. Rule Numbers - NYMEX Division Rules 9.26, 9.27 and 9.34 Stats Eurodollar Futures Spread prices and quotes. LCH SwapClear OI at $570 billion (single-sided) up from $509 billion. SOFR Futures Open Interest Has Grown, But Remains Relatively Small. NYMEX. Rates for ICE Futures and Endex. CME's ARRC endorsed Term SOFR Reference Rates . All individual trading positions will be converted into the corresponding E-mini S&P 500 contracts with the matching expiration date and strike price for options at the current 1 . SOFR-linked open interest, which includes open interest in SOFR futures and options plus any Eurodollar futures and options open interest in expirations beyond June 2023, has increased to 18.1 million contracts since the adoption of SOFR-based fallbacks. 170 Days to expiration on 07/15/22. Open interest on Eurodollar futures and options on futures contracts traded on our exchange was nearly 10.3 million contracts on December 31, 2002, representing a notional value of nearly $10.3 trillion. Eurodollar futures are a way for companies and banks to lock in an interest rate today, for money they intend to borrow or lend in the future. CHICAGO, Sept. 16, 2021 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that its SOFR futures contracts reached a new record, surpassing. Eurodollar futures open interest, or the total number of futures contracts that have not been closed, liquidated, or delivered, declined by 21 percent since the end of January, according to CME Group data. Log In Sign Up. — CME We also trade contracts based on other short-term interest rates, such as one-month LIBOR, which stands for the London Interbank Offered Rate . Overnight (Globex) prices are shown on the page through to 7pm CT, after which time it will list only trading activity for the next day. Learn More About this Report Reached record level of Large Open Interest Holders (LOIH) of 1,837 in Interest Rate futures as of April 11, 2017, up 11 percent from the 2016 annual average of 1,649 Increased Ultra 10-Year Treasury Note Futures open interest to nearly 350,000 contracts, including more than 61 large open interest holders with positions of at least 2,000 . About Volume and Open Interest. Options on Eurodollar futures allow traders to hedge against unfavorable changes in the prices of Eurodollar futures while also potentially profiting from favorable price changes. e.g. Basic Info CME 3-Month Eurodollar Futures Open Interest is at a current level of 11.25M, N/A from last week and up from 9.063M one year ago. Open interest on Eurodollar futures and options on futures contracts traded on our exchange was approximately 13.7 million contracts on December 31, 2003, representing a notional value of approximately $31.6 trillion. ICE Margins. SOFR Futures Open Interest (usd millions) Showing monthly OI growth over the past 12 months, with jumps in Dec-18, Feb-19, May-19 and the largest in Jul-19 to end at $781 billion at CME and $46 billion at . Read more on this topic. Trade across the European curve. You can now trade on your desktop or mobile device anytime during the 24/6 futures trading sessions with Power E*TRADE and Power E*TRADE mobile app. The Eurodollar, The Grand Champion of futures open interest and Volume year in and year out at the CME is also a proxy for Interest rate changes whose POTENTIAL for changes by Central Banks are what is currently moving markets significantly. All times are in U.S. Chicago/Central time zone. 10/19/2004. New records in CME Group STIR and Treasury markets: ⚫️ #SOFR futures volume: 266K contracts ⚫️ SOFR futures open interest: 758K contracts ⚫️ #Eurodollar 3-Year Mid-Curve options volume . Open interest has surged in the December 2019 contract by more than 90,000 in the past two days as traders bet on a faster pace of hikes for coming years, CME data compiled by Bloomberg show. EUR 100,000 or CHF 100,000. SOFR-linked open interest, which includes open interest in SOFR futures and options plus any Eurodollar futures and options open interest in expirations beyond June 2023, has increased to 18.1 million contracts since the adoption of SOFR-based fallbacks. Pro-level tools, online or on the go. Total SOFR-linked open interest has increased to represent 36% of total short-term interest rate futures and options open interest at CME Group. Bloomberg the Company & Its Products The Company & its Products Bloomberg Terminal Demo Request Bloomberg Anywhere Remote Login Bloomberg Anywhere Login Bloomberg Customer Support Customer Support Total SOFR-linked open interest has increased to 38% of total short-term interest rate futures and options open interest at CME Group. Additionally, SOFR-linked open interest, which includes open interest in SOFR futures and options plus any Eurodollar futures and options open interest beyond June 2023, has increased to 20.2. SOFR-linked open interest, which includes open interest in SOFR futures and options plus any Eurodollar futures and options open interest in expirations beyond June 2023, has increased to 18.1 . Shouldn't the open interest always be even, seeing as how there's always a long and short side to every open contract? that the dollar-euro spot rate is $1.28 and the six-month forward rate is The six-month U.S. dollar rate is 5% and the Eurodollar rate is 4%. To the right, is a continuation chart with both the ZB (30 yr Bond Futures)and GE (Eurodollar Futures) It fell 4.7 percent for the week ended April 18, after the BBA announced it was monitoring banks involved in the Libor process, from the end . Volume figures are reported across divisions and asset classes to give you an instant grasp of market activity. This is a change of N/A from last week and 24.11% from one year ago. Eurodollar futures open interest dynamics. Each CME Eurodollar futures contract has a notional or face value of $1,000,000, though the leverage used in futures allows one contract to be traded with a margin of about one thousand dollars Stock Market Futures Live. Interest Rates: eurodollar futures, treasury bond futures, treasury note futures. CHICAGO, Nov. 2, 2018 /PRNewswire/ — CME Group, the world's leading and most diverse derivatives marketplace, reached average daily volume (ADV) of 20.6 million contracts per day during October 2018, up 38 percent from October 2017.Open interest at the end of October was 128 million contracts, up 6 percent from October 2017 and up 19 percent from year-end 2017. CME Group is the only entity to offer Eurodollar futures and options, a SOFR solution that includes SOFR futures, options, cleared swaps and Term SOFR. TRC Data as of 5.25.2021. Eurodollar Futures. We also trade contracts based on other short-term interest rates, such as one-month LIBOR, which stands for the London Interbank Offered . Eurodollar options have an open interest of 14,844,632 contracts.
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