Tag: Agha Mirza
CME Group SOFR futures hit new volume and open interest records
CME Group’s SOFR futures reached a record average daily volume (ADV) of 5.4 million contracts in September and an open interest record of 13,159,646...
CME saw record volumes for US Treasury complex on 28 May
CME Group saw record volumes for its US Treasury complex on 28 May, with 34,350,339 contracts traded.
The figure surpassed its previous record of 33,322,608...
CME’s US corporate bond index futures to launch 17 June
CME Group has revealed that its new credit futures are scheduled to begin trading on 17 June 2024, pending regulatory review.
Launching alongside the company's...
CME Group to launch US Treasury Bill futures
CME Group is set to expand its benchmark interest rates offering with the launch of US Treasury Bill (T-Bill) futures on 2 October.
The new...
CME Group proposes date for fallbacks conversion of Eurodollar futures and...
Market operator CME Group is proposing to convert Eurodollar futures and options open interest into corresponding secured overnight financing rate (SOFR) contracts on 14...
CME Group to launch 20-Year US treasury bond futures on 7...
Market operator CME Group will expand its benchmark US Treasury futures and options offering with the addition of 20-Year U.S. Treasury Bond futures on...
CME reports record SOFR futures volume and open interest
Market operator and infrastructure provider, CME Group, has reported that a record 396,421 SOFR futures contracts were traded on 18 October 2021, surpassing the...
Derivatives : Migrating benchmarks : Dan Barnes
LIBOR: WHEN TO JUMP ON THE SOFR
The transition from the London Interbank Offered Rate (LIBOR) to overnight indexed swap rates is moving, but when...
Derivatives – Viable alternatives
Tougher capital and liquidity constraints for OTC assets are boosting exchange-traded products appeal to the buy side. Anna Reitman reports.
As trading over-the-counter (OTC) for fixed...
