#  @Interest_Rates CME Group Interest Rates CME Group's interest rate futures complex has reached a new record with open interest up significantly year-over-year. Specifically, open interest in various contracts, including Treasury futures, SOFR futures, and 5-year note futures, has surged to all-time highs. This growth is driven by changing Fed expectations and increased market activity. ### Engagements: [---] [#](/creator/twitter::1658853693775572999/interactions)  - [--] Week [------] +12% - [--] Month [------] +88% - [--] Months [-------] -44% - [--] Year [---------] -70% ### Mentions: [--] [#](/creator/twitter::1658853693775572999/posts_active)  - [--] Week [--] -9.10% - [--] Month [--] -32% - [--] Months [---] -11% - [--] Year [---] +32% ### Followers: [------] [#](/creator/twitter::1658853693775572999/followers)  - [--] Week [------] +0.60% - [--] Month [------] +2.20% - [--] Months [------] +39% - [--] Year [------] +125% ### CreatorRank: [---------] [#](/creator/twitter::1658853693775572999/influencer_rank)  ### Social Influence **Social category influence** [stocks](/list/stocks) 73.08% [finance](/list/finance) 38.46% [countries](/list/countries) 11.54% [currencies](/list/currencies) 1.92% **Social topic influence** [mon](/topic/mon) 20.19%, [inflation](/topic/inflation) 12.5%, [fomc](/topic/fomc) 12.5%, [$163b](/topic/$163b) 11.54%, [auction](/topic/auction) 9.62%, [fed](/topic/fed) 7.69%, [$58b](/topic/$58b) 5.77%, [alltime](/topic/alltime) 5.77%, [$70b](/topic/$70b) 5.77%, [$69b](/topic/$69b) 5.77% **Top accounts mentioned or mentioned by** [@piqsuite](/creator/undefined) [@quikstrike1](/creator/undefined) [@arthurkorff](/creator/undefined) [@moneymenpod](/creator/undefined) [@terrytakes101](/creator/undefined) [@shojakaniabbas](/creator/undefined) **Top assets mentioned** [CME Group Inc (CME)](/topic/$cme) ### Top Social Posts Top posts by engagements in the last [--] hours "#FedWatch: Market-implied probabilities for [----] pre-FOMC decision and press conference" [X Link](https://x.com/Interest_Rates/status/2016585523033157854) 2026-01-28T18:53Z 12.7K followers, 13.4K engagements "SOFR futures curve post Warsh announcement. SR3 prices moderately higher from June and beyond. Though two [--] bp cuts remains base case for post-Powell Fed. At least for now" [X Link](https://x.com/Interest_Rates/status/2017274579710796194) 2026-01-30T16:31Z 12.8K followers, [----] engagements "February kicks off with European rate decisions info on the Warsh pick for the Fed and the Jobs Report. Mon: T-Bill Auctions ($166B) ISM Manufacturing Tue: JOLTS Report Wed: EU Inflation Flash ISM Services Thu: BoE Rate Decision ECB Rate Decision Fri: Non Farm Payrolls" [X Link](https://x.com/Interest_Rates/status/2018313959384707256) 2026-02-02T13:22Z 12.7K followers, [----] engagements "Liquidity is reaching new levels in the Ultra [--] Treasury Options market. π Check out January YoY numbers: - ADV: Up 10x vs. Jan '25 - Average Daily Open Interest: Surged to 32k+" [X Link](https://x.com/Interest_Rates/status/2018392683862020534) 2026-02-02T18:34Z 12.8K followers, [----] engagements "It has been a climb for the 2Y-10Y Rate Spread β° Now at [--] year highs the 2Y-10Y spread is at 74bps up over 180bps from the lows seen in mid-2023" [X Link](https://x.com/Interest_Rates/status/2019878850595823633) 2026-02-06T21:00Z 12.8K followers, [----] engagements "This week funding across the curve a delayed jobs report and CPI take center stage for Rates: Mon: T-Bill Auctions ($166B) Tue: 3-Yr Auction ($58B) Retail Sales Wed: 10-Yr Auction ($42B) Non Farm Payrolls Thu: 30-Yr Auction ($25B) UK GDP Fri: U.S. Inflation" [X Link](https://x.com/Interest_Rates/status/2020850924822925793) 2026-02-09T13:23Z 12.8K followers, [----] engagements "All eyes on tomorrow's NFP report. Could another weak jobs report put more rate cuts in play for the Fed in 2026" [X Link](https://x.com/Interest_Rates/status/2021270417747439931) 2026-02-10T17:09Z 12.8K followers, [----] engagements "#SOFR vs. Fed Funds futures spreads saw back-to-back record volumes this week as overnight SOFR volatility pressured SR1-ZQ spreads to their lowest levels since November" [X Link](https://x.com/anyuser/status/1910713559652184209) 2025-04-11T15:16Z 12.8K followers, 12.9K engagements "Quiet SOFR-Fed Funds basis Far from it. Trading in SOFR vs. Fed Funds futures (SERFF) spreads hit an all-time high yesterday as the Fed cut its policy rate by [--] bps and announced the end of QT (maturing MBS to be reinvested in Bills)" [X Link](https://x.com/anyuser/status/1983897725801214256) 2025-10-30T14:04Z 12.8K followers, 18.8K engagements "π Check out our [----] annual chart book visualizing key measures of liquidity across interest rate futures and options. #STIRs #Treasuries #SOFR http://spr.ly/6010hRc1r http://spr.ly/6010hRc1r" [X Link](https://x.com/Interest_Rates/status/2021930299379109939) 2026-02-12T12:52Z 12.8K followers, [----] engagements "π NEW foundational reading: Pricing & Hedging USD IRS with #SOFR Futures Building a USD yield curve with SR3 Replicating IRS with SR3 strips Calculating futures hedges to offset/replace IRS Convexity adjustments necessary to pricing http://spr.ly/60114B0J5 http://spr.ly/60114B0J5" [X Link](https://x.com/Interest_Rates/status/1930316694859153491) 2025-06-04T17:32Z 12.8K followers, 32.7K engagements "#SOFR futures curve today vs. a week ago a month ago a quarter ago" [X Link](https://x.com/anyuser/status/1962959457463239038) 2025-09-02T19:22Z 12.8K followers, 25.1K engagements "#SOFR spreads tumble post-CPI as rate cut expectations move out the curve" [X Link](https://x.com/Interest_Rates/status/2022352346634732006) 2026-02-13T16:49Z 12.8K followers, [----] engagements "TREASURY AUCTIONS Mon: 13-Wk Bill ($76B) 26-Wk Bill ($70B) Tue: 2-Yr Note ($69B new issue) 42-Day Bill ($60B) Wed: 5-Yr Note ($70B new issue) 2-Yr FRN ($28B) Thu: 7-Yr Note ($44B new issue)" [X Link](https://x.com/Interest_Rates/status/1838171453667099037) 2024-09-23T11:00Z 12.4K followers, [---] engagements "CENTRAL BANK SPEAKERS Mon: Fed (Bostic Goolsbee Kashkari) Tue: BoJ (Ueda) BoC (Macklem) Wed: BoE (Green) Thu: Fed (Powell Williams Barr Kashkari) ECB (Lagarde) Fri: ECB (Lane Cipollone)" [X Link](https://x.com/Interest_Rates/status/1838171456468840934) 2024-09-23T11:00Z 12.4K followers, [---] engagements "Traders looking to manage SOFR volatility relative to Treasury bills can turn to SOFR vs. T-Bill futures spreads (SR3-TBF3) where activity continues to grow" [X Link](https://x.com/Interest_Rates/status/1860007719123714352) 2024-11-22T17:09Z 12.5K followers, [----] engagements "π EUR/USD X-CCY Basis futures launch Monday. Here's what you need to know: - BBG code: XEEA Curncy - Globex code: XEU - Specs whitepaper trading grids π http://spr.ly/6016xYmWs http://spr.ly/6016xYmWs" [X Link](https://x.com/Interest_Rates/status/1885280881704665164) 2025-01-31T10:56Z [----] followers, 16.3K engagements "The jobs report and a simplified way to manage Cross-Currency Basis risk highlight the week in rates Mon: XCCY futures launch π (Bloomberg code: XEEA) T-Bill Auctions ($156B) Tue: JOLTS Report Wed: Quarterly Refunding Announcement Thu: BoE Rate Decision Fri: Non Farm Payrolls" [X Link](https://x.com/Interest_Rates/status/1886393198764871847) 2025-02-03T12:36Z [----] followers, [----] engagements "#SOFR futures term structure today (blue) vs. a month ago (green). Chart via @QuikStrike1 Essentials" [X Link](https://x.com/Interest_Rates/status/1886861842930094138) 2025-02-04T19:38Z [----] followers, [----] engagements "Busy day for Treasury options. Friday and Monday expiries led the vol curve higher ahead of #NFP" [X Link](https://x.com/Interest_Rates/status/1887279713778909304) 2025-02-05T23:18Z [----] followers, [----] engagements "#FedWatch: Traders temper near-term rate cut expectations. After starting the year at 51% the market-implied probability of a rate cut in March has fallen below 10%. A June rate cut is priced at 52% down from 67% a week ago" [X Link](https://x.com/Interest_Rates/status/1887918548560810374) 2025-02-07T17:37Z [----] followers, [----] engagements "Activity has been especially pronounced in Monday expiries as participants look to hedge portfolios against weekend risk" [X Link](https://x.com/Interest_Rates/status/1888994785597194461) 2025-02-10T16:53Z [----] followers, [----] engagements "Treasury auctions and FOMC Minutes highlight a holiday-shortened week in Rates. Mon: Presidents' Day (Markets Closed) Tue: Australia Rate Decision T-Bill Auctions ($198B) Wed: FOMC Minutes 20-Yr Bond Auction ($16B) Thu: 30-Yr TIPS Auction ($9B) Fri: Japan Inflation" [X Link](https://x.com/Interest_Rates/status/1891465116954013735) 2025-02-17T12:30Z [----] followers, [----] engagements "Changing Fed expectations continue to stimulate SOFR futures activity: This week saw the single largest one day rise in SR3 open interest of +318994 contracts to hit a new record of 12.334M" [X Link](https://x.com/Interest_Rates/status/1956093567857787045) 2025-08-14T20:40Z 11.1K followers, [----] engagements "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" [X Link](https://x.com/Interest_Rates/status/1962508237854454003) 2025-09-01T13:30Z 11.7K followers, [----] engagements "Following a sluggish U.S. Jobs Report markets turn to inflation funding and the ECB this week: Mon: T-Bill Auctions ($155B) Tue: 3-Yr Auction ($58B) QCEW Release Wed: 10-Yr Auction ($39B) PPI Thu: 30-Yr Auction ($22B) ECB Rate Decision U.S. CPI Fri: Michigan Consumer Sentiment" [X Link](https://x.com/Interest_Rates/status/1965022306855518413) 2025-09-08T12:00Z 11.3K followers, [----] engagements "This week in markets: A central bank bonanza featuring the #FOMC (FedWatch: 95% for 25bps cut 5% for 50bps cut) Mon: T-Bill Auctions ($155B) Tue: Canada Inflation Wed: Bank of Canada Rate Decision Fed Rate Decision Thu: Bank of England Rate Decision Fri: Japan Rate Decision" [X Link](https://x.com/Interest_Rates/status/1967559022250225797) 2025-09-15T12:00Z 11.7K followers, [----] engagements "After last week's 25bps cut from the FOMC markets look to funding and the PCE report for direction this week. Mon: T-Bill Auctions ($155B) Tue: 2-Yr Auction ($69B) Wed: 5-Yr Auction ($70B) Thu: 7-Yr Auction ($44B) U.S. Durable Goods and GDP Fri: PCE & Personal Income" [X Link](https://x.com/Interest_Rates/status/1970115869603770629) 2025-09-22T13:20Z 11.7K followers, [----] engagements "With PCE in-line with expectations attention shifts to employment numbers this week: Mon: T-Bill Auctions ($155B) Tue: Australia Rate Decision JOLTS Report 52-Wk Bill Auction ($50B) Wed: ISM Manufacturing Thu: Challenger Job Cuts Fri: Non Farm Payrolls ISM Services" [X Link](https://x.com/Interest_Rates/status/1972628172886667687) 2025-09-29T11:43Z 11.7K followers, [----] engagements "September was officially the busiest month on record for trading in #SOFR vs. Fed Fund spreads (SERFF). SERFF spreads accounted for 52% of One-Month SOFR (SR1) volumes a feat made more impressive by the fact that SR1 ADV was the highest ever at over 350K contracts" [X Link](https://x.com/Interest_Rates/status/1973805511070855511) 2025-10-02T17:41Z 11.1K followers, 14.1K engagements "Rising liquidity in Credit futures HYB open interest has reached new heights in October with ADOI topping [----] contracts and $200 million in notional value" [X Link](https://x.com/Interest_Rates/status/1974216204769255831) 2025-10-03T20:53Z 11.1K followers, [----] engagements "A variety of Fed speeches auctions and FOMC minutes are in focus this week: Mon: Launch of BrokerTec Chicago CLOB T-Bill Auctions ($159B) Tue: 3-Yr Auction ($58B) Wed: 10-Yr Auction ($39B) FOMC Minutes Thu: 30-Yr Auction ($22B) Fri: Michigan Consumer Sentiment" [X Link](https://x.com/Interest_Rates/status/1975172938685952046) 2025-10-06T12:15Z 12.1K followers, [----] engagements "Blistering activity in TBA futures to start October as new records in open interest are set across the coupon stack" [X Link](https://x.com/Interest_Rates/status/1976277720280514877) 2025-10-09T13:25Z 11.1K followers, [----] engagements "With data delayed by the shutdown speeches take the spotlight for Rates: Mon: T-Bill Auctions ($163B) Columbus Day (cash fixed income closed/futures open) Tue: Powell Speech Wed: Speech from ECB's Lagarde Thu: Philly Fed Index UK GDP PPI Fri: IMF/World Bank Meeting" [X Link](https://x.com/Interest_Rates/status/1977736079663882253) 2025-10-13T14:00Z 12.2K followers, [----] engagements "Treasury futures CTD implied forward yields over the last year" [X Link](https://x.com/Interest_Rates/status/1978101874503950434) 2025-10-14T14:13Z 11.3K followers, [----] engagements "#SOFR options added nearly 600K contracts of new open interest yesterday the largest daily inflow since Sep [--]. Most actives by OI change π" [X Link](https://x.com/Interest_Rates/status/1978526804303396935) 2025-10-15T18:22Z 11.3K followers, [----] engagements "As the shutdown drags on rate decisions take center stage featuring the Fed (FedWatch: 97% chance of a cut) Mon: UST Auctions (T-Bills $163B 2-Yr $69B 5-Yr $70B) Tue: Case-Shiller Home Price Index Wed: FOMC and BoC Thu: BoJ and ECB Fri: Fed Speeches" [X Link](https://x.com/Interest_Rates/status/1982786859076829575) 2025-10-27T12:30Z 12.2K followers, [----] engagements "Happy Fed day Ahead of today's decision here are the market-implied probabilities for the next ten FOMC meetings according to #FedWatch. Cut Cut UNCH Cut UNCH Cut UNCH UNCH UNCH Cut" [X Link](https://x.com/Interest_Rates/status/1983547397641761181) 2025-10-29T14:52Z 11.7K followers, [----] engagements "The surging supply of government debt is hitting the term premium. With massive deficits looming in [----] the Treasury faces a tough choice: issue short-term bills or venture further out the curve Cameron Dawson CIO of NewEdge Wealth discusses" [X Link](https://x.com/Interest_Rates/status/1985361322695922022) 2025-11-03T15:00Z 11.7K followers, [----] engagements "Pressure continues today with the Nov25 spread trading down to a new low of [---] bps" [X Link](https://x.com/Interest_Rates/status/1985436839017119904) 2025-11-03T20:00Z 11.4K followers, [----] engagements "More cuts coming After last week's FOMC traders look for clues on the economy's path to finish the year: Mon: T-Bill Auctions ($163B) ISM Manufacturing Tue: Australia Rate Decision Wed: ISM Services Thu: Bank of England Rate Decision Fri: Michigan Consumer Sentiment" [X Link](https://x.com/Interest_Rates/status/1985451736195006594) 2025-11-03T20:59Z 12.2K followers, [----] engagements "#SOFR options have added over 1M contracts of new open interest in the last [--] days. Most active strikes/expiries by OI change week to date π" [X Link](https://x.com/Interest_Rates/status/1986846981377974456) 2025-11-07T17:23Z 11.7K followers, [----] engagements "Without key data due to the shutdown Rates markets look to funding and Fed speak ahead: Mon: Auctions: T-Bills ($163B) & 3-Yr ($58B) Tue: Veterans Day (U.S. Bond Markets Closed) Wed: 10-Yr Auction ($42B) Fed Speeches Thu: 30-Yr Auction ($25B) Fri: China Retail Sales" [X Link](https://x.com/Interest_Rates/status/1987980898675908721) 2025-11-10T20:29Z 12.2K followers, [----] engagements "With the shutdown over Fed minutes and NFP are in focus this week: Mon: T-Bill Auctions ($163B) Tue: RBA Meeting Minutes Wed: 20-Yr Auction ($16B) #FOMC Minutes Thu: Nonfarm payrolls (Sep) 10-Yr TIPS Auction ($19B) Fri: Japan Inflation Rate" [X Link](https://x.com/Interest_Rates/status/1990554586130886717) 2025-11-17T22:56Z 12.2K followers, [----] engagements "#FedWatch: "Strongly differing views" continue to define December Fed meeting" [X Link](https://x.com/Interest_Rates/status/1991252988040450062) 2025-11-19T21:11Z 12.1K followers, [----] engagements "10-Year Note (TY) futures open interest has surpassed [--] million contracts for the first time ever" [X Link](https://x.com/Interest_Rates/status/1991912255282176116) 2025-11-21T16:51Z 12.1K followers, [----] engagements "Markets look to gobble up data releases for clues ahead of the holiday: Mon: Auctions: 2-Yr ($69B) T-Bills ($163B) Tue: PPI Auctions: 5-Yr ($70B) 52-Wk ($50B) Wed: 7-Yr Auction ($44B) Durable Goods Thu: Thanksgiving π¦ U.S. Markets Closed Fri: German Inflation Canada GDP" [X Link](https://x.com/Interest_Rates/status/1992948821731520720) 2025-11-24T13:30Z 12.2K followers, [----] engagements "26 million New record for Treasury futures open interest" [X Link](https://x.com/Interest_Rates/status/1993080670172688485) 2025-11-24T22:13Z 12.1K followers, 17.2K engagements "With long awaited PCE and Personal Income reports incoming markets look for direction ahead of next week's Fed decision: Mon: ISM Manufacturing T-Bill Auctions ($163B) Tue: EU Flash Inflation Wed: ISM Services Thu: Canada Ivey PMI Fri: PCE Report Michigan Consumer Sentiment" [X Link](https://x.com/Interest_Rates/status/1995575175421583827) 2025-12-01T19:26Z 12.4K followers, [----] engagements "A quick note analyzing roll liquidity in Credit futures ahead of the Dec-Mar roll: TLDR: πΉ Screen liquidity is substantial often quoted at min tick πΉ Block trade eligible [--] contract min (25/leg) πΉ Sep roll was generally cheap http://spr.ly/601170v4z http://spr.ly/601170v4z" [X Link](https://x.com/Interest_Rates/status/1995912292626514230) 2025-12-02T17:45Z 12.4K followers, [----] engagements "The last FOMC week of [----] is here with FedWatch currently pricing in an 87% chance of a cut. Other key data include: Mon: Auctions: T-Bills ($163B) & 3-Yr ($58B) Tue: Aussie Rate Decision JOLTs Report Wed: Canada and Fed Rate Decisions Thu: 30-Yr Auction ($22B) Fri: UK GDP" [X Link](https://x.com/Interest_Rates/status/1998016211397808264) 2025-12-08T13:06Z 12.4K followers, [----] engagements "Dec #SOFR options (SR3Z5) ATM volatility up big ahead of FOMC and Friday's expiration" [X Link](https://x.com/Interest_Rates/status/1998455194422477288) 2025-12-09T18:10Z 12.4K followers, [----] engagements "Happy Fed day" [X Link](https://x.com/Interest_Rates/status/1998774976334213194) 2025-12-10T15:21Z 12.4K followers, [----] engagements "#FedWatch: Dot plot vs. markets Following the Dec FOMC meeting which saw the most dissents since [----] Fed Funds futures (red dot) are currently pricing more easing than the Fed's median projection (blue dots) for 2026" [X Link](https://x.com/Interest_Rates/status/1999131928071413961) 2025-12-11T14:59Z 12.4K followers, [----] engagements "#SOFR options traders getting into the holiday spirit. πPut Xmas Tree most active strategy in morning trade" [X Link](https://x.com/Interest_Rates/status/1999166183803687398) 2025-12-11T17:15Z 12.4K followers, [----] engagements "SOFR-Fed Funds (SERFF) spreads π Second-highest volume on record yesterday as spreads bounced on news of the Fed's $40B/month reserve management program (RMP) starting immediately" [X Link](https://x.com/Interest_Rates/status/1999192460166136287) 2025-12-11T19:00Z 12.4K followers, [----] engagements "A rare mid-month jobs report global inflation readings and central bank meeting highlight the week ahead: Mon: Inflation Tue: Non Farm Payrolls Retail Sales PMI Wed: 20-Yr Auction ($13B) Inflation Inflation Thu: #BoE #ECB Inflation Fri: #BoJ Inflation" [X Link](https://x.com/Interest_Rates/status/2000550910359945537) 2025-12-15T12:58Z 12.5K followers, [----] engagements "Credit futures roll completed β Volume is also on track for a record quarter with ADV of 3.8K while ADOI over the quarter is at 6K" [X Link](https://x.com/Interest_Rates/status/2001756376234668152) 2025-12-18T20:48Z 12.4K followers, [----] engagements "What's ahead for markets in a holiday week Mon: Auctions: T-Bills ($163B) & 2-Yr ($69B) Tue: Durable Goods Auctions: 52-Wk ($50B) & 5-Yr ($70B) Q3 GDP Wed: 7-Yr Auction ($44B) Xmas Eve (Early Close) Thu:πChristmas: Markets Closed Fri: Retail Sales/Industrial Production" [X Link](https://x.com/Interest_Rates/status/2003088131646472423) 2025-12-22T13:00Z 12.4K followers, [----] engagements "Cross "better credit futures data" off your holiday season wish list. Unwrap our Credit Futures Analytics dashboard for insights on index risk DV01/CR01 and basis pricing. The perfect gift for the credit trader in your life (plus it's free)" [X Link](https://x.com/Interest_Rates/status/2003510922250244424) 2025-12-23T17:00Z 12.4K followers, [----] engagements "Explore the page for key risk fair value and roll metrics along with charting/tracking error information across the Credit futures suite: http://spr.ly/6011Crxnl http://spr.ly/6011Crxnl" [X Link](https://x.com/Interest_Rates/status/2003510929095307660) 2025-12-23T17:00Z 12.4K followers, [---] engagements "Minutes from the Fed and PMIs highlight the final week of [----]. Happy New Year Mon: T-Bill Auctions ($163B) Tue: FOMC Minutes Chicago PMI Wed: NBS Manufacturing PMI Settles at [--] CT/trading til 4pm CT Thu: New Year's Day π (Markets Closed) Fri: S&P Manufacturing PMI" [X Link](https://x.com/Interest_Rates/status/2005741391075287149) 2025-12-29T20:43Z 12.5K followers, [----] engagements "Rising short-end volatility has driven record demand for 2-Yr options. Both ADV and ADOI are at all-time highs in [----] with activity up big YoY. π" [X Link](https://x.com/Interest_Rates/status/2006002332790616176) 2025-12-30T14:00Z 12.5K followers, [----] engagements "New year same rate debate. Current FedWatch probabilities for the full year are split what's your take" [X Link](https://x.com/Interest_Rates/status/2007104597752455375) 2026-01-02T15:00Z 12.5K followers, [----] engagements "Welcome to [----] in Rates Jobs highlight the first full week of the year among other key releases: Mon: ISM Manufacturing PMI T-Bill Auctions ($163B) Tue: German & French Inflation Wed: JOLTS Release Thu: Japan Consumer Confidence Fri: Non Farm Payrolls" [X Link](https://x.com/Interest_Rates/status/2008169110392217640) 2026-01-05T13:30Z 12.5K followers, [----] engagements "STIR history made again. For the third year in a row #SOFR futures & options volume topped all-time highs trading [----] billion contracts (5.4 million per day) in 2025" [X Link](https://x.com/Interest_Rates/status/2008549881887990015) 2026-01-06T14:43Z 12.5K followers, 11.2K engagements "Fed Funds futures see historic trading activity in [----]. In a year defined by shifting policy expectations deferred rate cuts nuanced funding market pressures and [--] bps of easing traders turned to Fed Funds futures in record numbers" [X Link](https://x.com/Interest_Rates/status/2009007238745096576) 2026-01-07T21:00Z 12.5K followers, [----] engagements "Inflation and funding across the curve take center stage this week in Rates: Mon: Auctions: 3-Yr ($58B) 10-Yr ($39B) T-Bills ($163B) Tue: CPI Wed: PPI 30-Yr Auction ($22B) Thu: GDP: German Full Year and UK MoM Fri: Industrial Production" [X Link](https://x.com/Interest_Rates/status/2010698024398319824) 2026-01-12T12:59Z 12.5K followers, [----] engagements "Dealers build record net short position in Ultra Bond futures. Since early September Dealers have added nearly $200B to their short positions in UB pushing net positions at the long-end of the curve to the lowest level ever. π" [X Link](https://x.com/Interest_Rates/status/2010773773369172152) 2026-01-12T18:00Z 12.5K followers, [----] engagements "π Ten years ago this week Ultra [--] was born. Today after ten straight years of growth it stands as a primary benchmark with $250B in OI. But why did it work when prior attempts to "futurize" this point on the curve struggled Read more. http://spr.ly/6016Cxoay http://spr.ly/6016Cxoay" [X Link](https://x.com/Interest_Rates/status/2011151920883245393) 2026-01-13T19:02Z 12.5K followers, [----] engagements "After last week's in-line Inflation Report eyes turn to PCE & GDP this week: Mon: MLK Jr. Day (U.S. Markets Closed) Tue: Auctions: $166B in 13-Wk/26-Wk $50B in 52-Wk Wed: 20-Yr Auction ($13B) Thu: 10-Yr TIPS Auction ($21B) PCE Report GDP Fri: Japan Inflation & Rate Decision" [X Link](https://x.com/Interest_Rates/status/2013265188233851333) 2026-01-19T15:00Z 12.6K followers, [----] engagements "The breakout in OI for Eris SOFR continues. Activity is testing record highs and is currently up 120% compared to last January" [X Link](https://x.com/Interest_Rates/status/2012174252124844336) 2026-01-16T14:45Z 12.7K followers, [----] engagements "The world's deepest futures market visualized. #SOFR Back by popular demand and updated for 2026" [X Link](https://x.com/Interest_Rates/status/2014352743511580936) 2026-01-22T15:01Z 12.7K followers, [----] engagements "The first Fed meeting of [----] highlights the week ahead. Current FedWatch: 97% at no change. Mon: Durable Goods Orders Auctions: T-Bills ($166B) & 2-Yr ($69B) Tue: 5-Yr Auction ($70B) Wed: FOMC & Bank of Canada Rate Decisions Thu: 7-Yr Auction ($44B) Fri: EU GDP U.S. PPI" [X Link](https://x.com/Interest_Rates/status/2015779257675300965) 2026-01-26T13:30Z 12.7K followers, [----] engagements "Did you know Packs & bundles activity has soared under the #SOFR regime. Accounting for over 20% of SR3 volume this key liquidity pool allows users to trade strips of consecutive SOFR contracts in a single transaction with zero legging risk and the precision of 1/4bp ticks" [X Link](https://x.com/Interest_Rates/status/2016184821366534522) 2026-01-27T16:21Z 12.7K followers, [----] engagements "Learn more about Packs and Bundles: β Mechanics: β Lesson: β Convexity trading π http://spr.ly/6014hB3gk http://spr.ly/6016hB3gw http://spr.ly/6015hB3gZ http://spr.ly/6014hB3gk http://spr.ly/6016hB3gw http://spr.ly/6015hB3gZ" [X Link](https://x.com/Interest_Rates/status/2016184823878922669) 2026-01-27T16:21Z 12.7K followers, [----] engagements "Post-FOMC (hold) and press conference. Muted reaction. Probability of two cuts modestly lower" [X Link](https://x.com/Interest_Rates/status/2016611517416739326) 2026-01-28T20:37Z 12.7K followers, [----] engagements "Time to create a STIR. U.S. T-Bill futures coming Oct. [--] pending regulatory review. http://spr.ly/6013Px2w9 http://spr.ly/6014Px2wi http://spr.ly/6013Px2w9 http://spr.ly/6014Px2wi" [X Link](https://x.com/anyuser/status/1699418412936581248) 2023-09-06T13:44Z 12.7K followers, 16.7K engagements "30-Year Treasury yield volatility hits highest level since 2020" [X Link](https://x.com/anyuser/status/1715431723742146841) 2023-10-20T18:16Z 12.7K followers, 15.6K engagements "Monday Weekly Treasury options activity ramping up in day four of trading" [X Link](https://x.com/anyuser/status/1720112807583138203) 2023-11-02T16:17Z 12.7K followers, 102.2K engagements "A few Weekly Treasury options traded on Friday. 922K Fridays (record) 337K Wednesdays (record) 39K Mondays (record) - launched Oct. 30" [X Link](https://x.com/anyuser/status/1721590834418643131) 2023-11-06T18:10Z 12.7K followers, 400.5K engagements "Interest in interest rates is growing" [X Link](https://x.com/anyuser/status/1721974870353875300) 2023-11-07T19:36Z 12.7K followers, 211.6K engagements "π¨ Open interest in 5-Year T-Note futures surpasses [--] million contracts for the first time" [X Link](https://x.com/anyuser/status/1722315710439764214) 2023-11-08T18:10Z 12.7K followers, 100.2K engagements "In [----] CPI has become the most actively traded event for Wednesday-expiring Treasury options with volumes +81% vs. ADV (chart 1). The trend was amplified during this week's October CPI report with volume surging to a record 480K contracts +470 vs. ADV (chart 2)" [X Link](https://x.com/anyuser/status/1725243120378347575) 2023-11-16T20:03Z 12.7K followers, 198.7K engagements "π¨ New product announcement CME Group to launch micro-sized Ultra [--] and Ultra Bond futures in March [----] pending regulatory review. http://spr.ly/6014VQzL2 http://spr.ly/6014VQzL2" [X Link](https://x.com/Interest_Rates/status/1757449472575951163) 2024-02-13T16:59Z 12.7K followers, 11.1K engagements "Treasury futures see largest 3-day roll volume in history" [X Link](https://x.com/anyuser/status/1762489661962732009) 2024-02-27T14:47Z 12.7K followers, [----] engagements "Longest ever U.S. 2Y/10Y inversion hits [---] days" [X Link](https://x.com/anyuser/status/1808530224419574005) 2024-07-03T15:56Z 12.7K followers, 10.7K engagements "SOFR options expirations visualized" [X Link](https://x.com/anyuser/status/1811115336843805070) 2024-07-10T19:08Z 12.7K followers, 11.4K engagements "Open interest in Treasury futures has surpassed [--] million for the first time ever" [X Link](https://x.com/anyuser/status/1824491312290107599) 2024-08-16T17:00Z 12.7K followers, 18.2K engagements "New records for SOFR futures. Open interest hit 12.7M last week as year-to-date ADV reached 3.5M. More details here: http://spr.ly/6014m7gZY http://spr.ly/6014m7gZY" [X Link](https://x.com/anyuser/status/1831044737064693830) 2024-09-03T19:00Z 12.7K followers, 14.7K engagements "Massive options volumes following NFP on Friday. [---] million #SOFR options (10th all-time) [---] million #Treasury options (10th) - [----] million Weekly Treasury options (1st) - 32K Ultra [--] options (1st)" [X Link](https://x.com/anyuser/status/1833230673642930499) 2024-09-09T19:47Z 12.7K followers, 10.1K engagements "The #SOFR curve has seen a dramatic repricing over the last week as rate cut expectations moderate ahead of CPI" [X Link](https://x.com/anyuser/status/1844122330470953188) 2024-10-09T21:06Z 12.7K followers, [----] engagements "U.S. T-Bond futures (ZB) open interest surpasses [--] million contracts for the first time in its storied 47-year history" [X Link](https://x.com/anyuser/status/1858541954260181061) 2024-11-18T16:05Z 12.7K followers, 13K engagements "π¨ New product announcement Cross-Currency Basis futures launching in February will offer exposure to the EUR/USD X-CCY basis via a single futures contract. http://spr.ly/6012Q66N4 http://spr.ly/6012Q66N4" [X Link](https://x.com/anyuser/status/1864406824813768753) 2024-12-04T20:30Z 12.7K followers, 122.2K engagements "10-Year Yield futures (10Y) register largest 1-week gain since October 2023" [X Link](https://x.com/anyuser/status/1867693399874171243) 2024-12-13T22:09Z 12.7K followers, [----] engagements "STIR history made again. For the second year in a row #SOFR futures and options volume bested all-time highs" [X Link](https://x.com/anyuser/status/1875157669092151715) 2025-01-03T12:30Z 12.7K followers, 28K engagements "π¨ Record trading in short-term Treasury options Amid rising event risk Weekly Treasury options have seen their most active 10-day stretch ever narrowly besting levels seen around the [----] election" [X Link](https://x.com/anyuser/status/1888994781121978682) 2025-02-10T16:53Z 12.7K followers, [----] engagements "#FedWatch: Warm CPI cools rate cut expectations" [X Link](https://x.com/anyuser/status/1889695654315807129) 2025-02-12T15:18Z 12.7K followers, [----] engagements "Treasury options saw their most active 5-day stretch ever last week narrowly surpassing levels seen in March [----]. Volume records were also triggered over 10D 15D 20D 30D and 60D moving averages as the rise of two-way risk has driven outsized options trading since mid-Jan" [X Link](https://x.com/anyuser/status/1899145357113598288) 2025-03-10T17:08Z 12.7K followers, [----] engagements "Interest rate swaps π€ Interest rate futures & options Portfolio Margining delivered a record $9.3B/day in savings last month with clients clearing their USD swaps alongside F&O at CME Group" [X Link](https://x.com/anyuser/status/1899559864478613680) 2025-03-11T20:35Z 12.7K followers, [----] engagements "Dec25 #SOFR futures (SR3Z5) climb to fifth straight daily gain on highest volume since April 11" [X Link](https://x.com/anyuser/status/1917696506208854475) 2025-04-30T21:44Z 12.7K followers, 57.3K engagements "Ahead of the Jun-Sep Treasury roll later this month here's an interesting view into recent physical delivery trends. Notably 4.8% of T-Bond futures (ZB) OI went into delivery in the Mar-25 delivery month a significant outlier vs. the historical avg. of less than 1%. ZF and TN also saw above trend deliveries" [X Link](https://x.com/anyuser/status/1920939449505988834) 2025-05-09T20:30Z 12.7K followers, [----] engagements "Options traders positioning for further curve steepening While 30-Yr yields have eased off their morning highs T-Bond put skew remains elevated relative to 2s and 5s suggesting higher demand for downside protection in Bond futures relative to front-end tenors" [X Link](https://x.com/anyuser/status/1925654804103061759) 2025-05-22T20:47Z 12.7K followers, 10.9K engagements "The Jun-Sep Treasury futures roll jumped to 82% complete yesterday on trading volume of 31.7M contracts. β 4th highest volume all-time β 7th time above 30M β ZB leading the way with 87% rolled" [X Link](https://x.com/anyuser/status/1927762883636580498) 2025-05-28T16:24Z 12.7K followers, [----] engagements Limited data mode. Full metrics available with subscription: lunarcrush.com/pricing
@Interest_Rates CME Group Interest RatesCME Group's interest rate futures complex has reached a new record with open interest up significantly year-over-year. Specifically, open interest in various contracts, including Treasury futures, SOFR futures, and 5-year note futures, has surged to all-time highs. This growth is driven by changing Fed expectations and increased market activity.
Social category influence stocks 73.08% finance 38.46% countries 11.54% currencies 1.92%
Social topic influence mon 20.19%, inflation 12.5%, fomc 12.5%, $163b 11.54%, auction 9.62%, fed 7.69%, $58b 5.77%, alltime 5.77%, $70b 5.77%, $69b 5.77%
Top accounts mentioned or mentioned by @piqsuite @quikstrike1 @arthurkorff @moneymenpod @terrytakes101 @shojakaniabbas
Top assets mentioned CME Group Inc (CME)
Top posts by engagements in the last [--] hours
"#FedWatch: Market-implied probabilities for [----] pre-FOMC decision and press conference"
X Link 2026-01-28T18:53Z 12.7K followers, 13.4K engagements
"SOFR futures curve post Warsh announcement. SR3 prices moderately higher from June and beyond. Though two [--] bp cuts remains base case for post-Powell Fed. At least for now"
X Link 2026-01-30T16:31Z 12.8K followers, [----] engagements
"February kicks off with European rate decisions info on the Warsh pick for the Fed and the Jobs Report. Mon: T-Bill Auctions ($166B) ISM Manufacturing Tue: JOLTS Report Wed: EU Inflation Flash ISM Services Thu: BoE Rate Decision ECB Rate Decision Fri: Non Farm Payrolls"
X Link 2026-02-02T13:22Z 12.7K followers, [----] engagements
"Liquidity is reaching new levels in the Ultra [--] Treasury Options market. π Check out January YoY numbers: - ADV: Up 10x vs. Jan '25 - Average Daily Open Interest: Surged to 32k+"
X Link 2026-02-02T18:34Z 12.8K followers, [----] engagements
"It has been a climb for the 2Y-10Y Rate Spread β° Now at [--] year highs the 2Y-10Y spread is at 74bps up over 180bps from the lows seen in mid-2023"
X Link 2026-02-06T21:00Z 12.8K followers, [----] engagements
"This week funding across the curve a delayed jobs report and CPI take center stage for Rates: Mon: T-Bill Auctions ($166B) Tue: 3-Yr Auction ($58B) Retail Sales Wed: 10-Yr Auction ($42B) Non Farm Payrolls Thu: 30-Yr Auction ($25B) UK GDP Fri: U.S. Inflation"
X Link 2026-02-09T13:23Z 12.8K followers, [----] engagements
"All eyes on tomorrow's NFP report. Could another weak jobs report put more rate cuts in play for the Fed in 2026"
X Link 2026-02-10T17:09Z 12.8K followers, [----] engagements
"#SOFR vs. Fed Funds futures spreads saw back-to-back record volumes this week as overnight SOFR volatility pressured SR1-ZQ spreads to their lowest levels since November"
X Link 2025-04-11T15:16Z 12.8K followers, 12.9K engagements
"Quiet SOFR-Fed Funds basis Far from it. Trading in SOFR vs. Fed Funds futures (SERFF) spreads hit an all-time high yesterday as the Fed cut its policy rate by [--] bps and announced the end of QT (maturing MBS to be reinvested in Bills)"
X Link 2025-10-30T14:04Z 12.8K followers, 18.8K engagements
"π Check out our [----] annual chart book visualizing key measures of liquidity across interest rate futures and options. #STIRs #Treasuries #SOFR http://spr.ly/6010hRc1r http://spr.ly/6010hRc1r"
X Link 2026-02-12T12:52Z 12.8K followers, [----] engagements
"π NEW foundational reading: Pricing & Hedging USD IRS with #SOFR Futures Building a USD yield curve with SR3 Replicating IRS with SR3 strips Calculating futures hedges to offset/replace IRS Convexity adjustments necessary to pricing http://spr.ly/60114B0J5 http://spr.ly/60114B0J5"
X Link 2025-06-04T17:32Z 12.8K followers, 32.7K engagements
"#SOFR futures curve today vs. a week ago a month ago a quarter ago"
X Link 2025-09-02T19:22Z 12.8K followers, 25.1K engagements
"#SOFR spreads tumble post-CPI as rate cut expectations move out the curve"
X Link 2026-02-13T16:49Z 12.8K followers, [----] engagements
"TREASURY AUCTIONS Mon: 13-Wk Bill ($76B) 26-Wk Bill ($70B) Tue: 2-Yr Note ($69B new issue) 42-Day Bill ($60B) Wed: 5-Yr Note ($70B new issue) 2-Yr FRN ($28B) Thu: 7-Yr Note ($44B new issue)"
X Link 2024-09-23T11:00Z 12.4K followers, [---] engagements
"CENTRAL BANK SPEAKERS Mon: Fed (Bostic Goolsbee Kashkari) Tue: BoJ (Ueda) BoC (Macklem) Wed: BoE (Green) Thu: Fed (Powell Williams Barr Kashkari) ECB (Lagarde) Fri: ECB (Lane Cipollone)"
X Link 2024-09-23T11:00Z 12.4K followers, [---] engagements
"Traders looking to manage SOFR volatility relative to Treasury bills can turn to SOFR vs. T-Bill futures spreads (SR3-TBF3) where activity continues to grow"
X Link 2024-11-22T17:09Z 12.5K followers, [----] engagements
"π EUR/USD X-CCY Basis futures launch Monday. Here's what you need to know: - BBG code: XEEA Curncy - Globex code: XEU - Specs whitepaper trading grids π http://spr.ly/6016xYmWs http://spr.ly/6016xYmWs"
X Link 2025-01-31T10:56Z [----] followers, 16.3K engagements
"The jobs report and a simplified way to manage Cross-Currency Basis risk highlight the week in rates Mon: XCCY futures launch π (Bloomberg code: XEEA) T-Bill Auctions ($156B) Tue: JOLTS Report Wed: Quarterly Refunding Announcement Thu: BoE Rate Decision Fri: Non Farm Payrolls"
X Link 2025-02-03T12:36Z [----] followers, [----] engagements
"#SOFR futures term structure today (blue) vs. a month ago (green). Chart via @QuikStrike1 Essentials"
X Link 2025-02-04T19:38Z [----] followers, [----] engagements
"Busy day for Treasury options. Friday and Monday expiries led the vol curve higher ahead of #NFP"
X Link 2025-02-05T23:18Z [----] followers, [----] engagements
"#FedWatch: Traders temper near-term rate cut expectations. After starting the year at 51% the market-implied probability of a rate cut in March has fallen below 10%. A June rate cut is priced at 52% down from 67% a week ago"
X Link 2025-02-07T17:37Z [----] followers, [----] engagements
"Activity has been especially pronounced in Monday expiries as participants look to hedge portfolios against weekend risk"
X Link 2025-02-10T16:53Z [----] followers, [----] engagements
"Treasury auctions and FOMC Minutes highlight a holiday-shortened week in Rates. Mon: Presidents' Day (Markets Closed) Tue: Australia Rate Decision T-Bill Auctions ($198B) Wed: FOMC Minutes 20-Yr Bond Auction ($16B) Thu: 30-Yr TIPS Auction ($9B) Fri: Japan Inflation"
X Link 2025-02-17T12:30Z [----] followers, [----] engagements
"Changing Fed expectations continue to stimulate SOFR futures activity: This week saw the single largest one day rise in SR3 open interest of +318994 contracts to hit a new record of 12.334M"
X Link 2025-08-14T20:40Z 11.1K followers, [----] engagements
"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"
X Link 2025-09-01T13:30Z 11.7K followers, [----] engagements
"Following a sluggish U.S. Jobs Report markets turn to inflation funding and the ECB this week: Mon: T-Bill Auctions ($155B) Tue: 3-Yr Auction ($58B) QCEW Release Wed: 10-Yr Auction ($39B) PPI Thu: 30-Yr Auction ($22B) ECB Rate Decision U.S. CPI Fri: Michigan Consumer Sentiment"
X Link 2025-09-08T12:00Z 11.3K followers, [----] engagements
"This week in markets: A central bank bonanza featuring the #FOMC (FedWatch: 95% for 25bps cut 5% for 50bps cut) Mon: T-Bill Auctions ($155B) Tue: Canada Inflation Wed: Bank of Canada Rate Decision Fed Rate Decision Thu: Bank of England Rate Decision Fri: Japan Rate Decision"
X Link 2025-09-15T12:00Z 11.7K followers, [----] engagements
"After last week's 25bps cut from the FOMC markets look to funding and the PCE report for direction this week. Mon: T-Bill Auctions ($155B) Tue: 2-Yr Auction ($69B) Wed: 5-Yr Auction ($70B) Thu: 7-Yr Auction ($44B) U.S. Durable Goods and GDP Fri: PCE & Personal Income"
X Link 2025-09-22T13:20Z 11.7K followers, [----] engagements
"With PCE in-line with expectations attention shifts to employment numbers this week: Mon: T-Bill Auctions ($155B) Tue: Australia Rate Decision JOLTS Report 52-Wk Bill Auction ($50B) Wed: ISM Manufacturing Thu: Challenger Job Cuts Fri: Non Farm Payrolls ISM Services"
X Link 2025-09-29T11:43Z 11.7K followers, [----] engagements
"September was officially the busiest month on record for trading in #SOFR vs. Fed Fund spreads (SERFF). SERFF spreads accounted for 52% of One-Month SOFR (SR1) volumes a feat made more impressive by the fact that SR1 ADV was the highest ever at over 350K contracts"
X Link 2025-10-02T17:41Z 11.1K followers, 14.1K engagements
"Rising liquidity in Credit futures HYB open interest has reached new heights in October with ADOI topping [----] contracts and $200 million in notional value"
X Link 2025-10-03T20:53Z 11.1K followers, [----] engagements
"A variety of Fed speeches auctions and FOMC minutes are in focus this week: Mon: Launch of BrokerTec Chicago CLOB T-Bill Auctions ($159B) Tue: 3-Yr Auction ($58B) Wed: 10-Yr Auction ($39B) FOMC Minutes Thu: 30-Yr Auction ($22B) Fri: Michigan Consumer Sentiment"
X Link 2025-10-06T12:15Z 12.1K followers, [----] engagements
"Blistering activity in TBA futures to start October as new records in open interest are set across the coupon stack"
X Link 2025-10-09T13:25Z 11.1K followers, [----] engagements
"With data delayed by the shutdown speeches take the spotlight for Rates: Mon: T-Bill Auctions ($163B) Columbus Day (cash fixed income closed/futures open) Tue: Powell Speech Wed: Speech from ECB's Lagarde Thu: Philly Fed Index UK GDP PPI Fri: IMF/World Bank Meeting"
X Link 2025-10-13T14:00Z 12.2K followers, [----] engagements
"Treasury futures CTD implied forward yields over the last year"
X Link 2025-10-14T14:13Z 11.3K followers, [----] engagements
"#SOFR options added nearly 600K contracts of new open interest yesterday the largest daily inflow since Sep [--]. Most actives by OI change π"
X Link 2025-10-15T18:22Z 11.3K followers, [----] engagements
"As the shutdown drags on rate decisions take center stage featuring the Fed (FedWatch: 97% chance of a cut) Mon: UST Auctions (T-Bills $163B 2-Yr $69B 5-Yr $70B) Tue: Case-Shiller Home Price Index Wed: FOMC and BoC Thu: BoJ and ECB Fri: Fed Speeches"
X Link 2025-10-27T12:30Z 12.2K followers, [----] engagements
"Happy Fed day Ahead of today's decision here are the market-implied probabilities for the next ten FOMC meetings according to #FedWatch. Cut Cut UNCH Cut UNCH Cut UNCH UNCH UNCH Cut"
X Link 2025-10-29T14:52Z 11.7K followers, [----] engagements
"The surging supply of government debt is hitting the term premium. With massive deficits looming in [----] the Treasury faces a tough choice: issue short-term bills or venture further out the curve Cameron Dawson CIO of NewEdge Wealth discusses"
X Link 2025-11-03T15:00Z 11.7K followers, [----] engagements
"Pressure continues today with the Nov25 spread trading down to a new low of [---] bps"
X Link 2025-11-03T20:00Z 11.4K followers, [----] engagements
"More cuts coming After last week's FOMC traders look for clues on the economy's path to finish the year: Mon: T-Bill Auctions ($163B) ISM Manufacturing Tue: Australia Rate Decision Wed: ISM Services Thu: Bank of England Rate Decision Fri: Michigan Consumer Sentiment"
X Link 2025-11-03T20:59Z 12.2K followers, [----] engagements
"#SOFR options have added over 1M contracts of new open interest in the last [--] days. Most active strikes/expiries by OI change week to date π"
X Link 2025-11-07T17:23Z 11.7K followers, [----] engagements
"Without key data due to the shutdown Rates markets look to funding and Fed speak ahead: Mon: Auctions: T-Bills ($163B) & 3-Yr ($58B) Tue: Veterans Day (U.S. Bond Markets Closed) Wed: 10-Yr Auction ($42B) Fed Speeches Thu: 30-Yr Auction ($25B) Fri: China Retail Sales"
X Link 2025-11-10T20:29Z 12.2K followers, [----] engagements
"With the shutdown over Fed minutes and NFP are in focus this week: Mon: T-Bill Auctions ($163B) Tue: RBA Meeting Minutes Wed: 20-Yr Auction ($16B) #FOMC Minutes Thu: Nonfarm payrolls (Sep) 10-Yr TIPS Auction ($19B) Fri: Japan Inflation Rate"
X Link 2025-11-17T22:56Z 12.2K followers, [----] engagements
"#FedWatch: "Strongly differing views" continue to define December Fed meeting"
X Link 2025-11-19T21:11Z 12.1K followers, [----] engagements
"10-Year Note (TY) futures open interest has surpassed [--] million contracts for the first time ever"
X Link 2025-11-21T16:51Z 12.1K followers, [----] engagements
"Markets look to gobble up data releases for clues ahead of the holiday: Mon: Auctions: 2-Yr ($69B) T-Bills ($163B) Tue: PPI Auctions: 5-Yr ($70B) 52-Wk ($50B) Wed: 7-Yr Auction ($44B) Durable Goods Thu: Thanksgiving π¦ U.S. Markets Closed Fri: German Inflation Canada GDP"
X Link 2025-11-24T13:30Z 12.2K followers, [----] engagements
"26 million New record for Treasury futures open interest"
X Link 2025-11-24T22:13Z 12.1K followers, 17.2K engagements
"With long awaited PCE and Personal Income reports incoming markets look for direction ahead of next week's Fed decision: Mon: ISM Manufacturing T-Bill Auctions ($163B) Tue: EU Flash Inflation Wed: ISM Services Thu: Canada Ivey PMI Fri: PCE Report Michigan Consumer Sentiment"
X Link 2025-12-01T19:26Z 12.4K followers, [----] engagements
"A quick note analyzing roll liquidity in Credit futures ahead of the Dec-Mar roll: TLDR: πΉ Screen liquidity is substantial often quoted at min tick πΉ Block trade eligible [--] contract min (25/leg) πΉ Sep roll was generally cheap http://spr.ly/601170v4z http://spr.ly/601170v4z"
X Link 2025-12-02T17:45Z 12.4K followers, [----] engagements
"The last FOMC week of [----] is here with FedWatch currently pricing in an 87% chance of a cut. Other key data include: Mon: Auctions: T-Bills ($163B) & 3-Yr ($58B) Tue: Aussie Rate Decision JOLTs Report Wed: Canada and Fed Rate Decisions Thu: 30-Yr Auction ($22B) Fri: UK GDP"
X Link 2025-12-08T13:06Z 12.4K followers, [----] engagements
"Dec #SOFR options (SR3Z5) ATM volatility up big ahead of FOMC and Friday's expiration"
X Link 2025-12-09T18:10Z 12.4K followers, [----] engagements
"Happy Fed day"
X Link 2025-12-10T15:21Z 12.4K followers, [----] engagements
"#FedWatch: Dot plot vs. markets Following the Dec FOMC meeting which saw the most dissents since [----] Fed Funds futures (red dot) are currently pricing more easing than the Fed's median projection (blue dots) for 2026"
X Link 2025-12-11T14:59Z 12.4K followers, [----] engagements
"#SOFR options traders getting into the holiday spirit. πPut Xmas Tree most active strategy in morning trade"
X Link 2025-12-11T17:15Z 12.4K followers, [----] engagements
"SOFR-Fed Funds (SERFF) spreads π Second-highest volume on record yesterday as spreads bounced on news of the Fed's $40B/month reserve management program (RMP) starting immediately"
X Link 2025-12-11T19:00Z 12.4K followers, [----] engagements
"A rare mid-month jobs report global inflation readings and central bank meeting highlight the week ahead: Mon: Inflation Tue: Non Farm Payrolls Retail Sales PMI Wed: 20-Yr Auction ($13B) Inflation Inflation Thu: #BoE #ECB Inflation Fri: #BoJ Inflation"
X Link 2025-12-15T12:58Z 12.5K followers, [----] engagements
"Credit futures roll completed β
Volume is also on track for a record quarter with ADV of 3.8K while ADOI over the quarter is at 6K"
X Link 2025-12-18T20:48Z 12.4K followers, [----] engagements
"What's ahead for markets in a holiday week Mon: Auctions: T-Bills ($163B) & 2-Yr ($69B) Tue: Durable Goods Auctions: 52-Wk ($50B) & 5-Yr ($70B) Q3 GDP Wed: 7-Yr Auction ($44B) Xmas Eve (Early Close) Thu:πChristmas: Markets Closed Fri: Retail Sales/Industrial Production"
X Link 2025-12-22T13:00Z 12.4K followers, [----] engagements
"Cross "better credit futures data" off your holiday season wish list. Unwrap our Credit Futures Analytics dashboard for insights on index risk DV01/CR01 and basis pricing. The perfect gift for the credit trader in your life (plus it's free)"
X Link 2025-12-23T17:00Z 12.4K followers, [----] engagements
"Explore the page for key risk fair value and roll metrics along with charting/tracking error information across the Credit futures suite: http://spr.ly/6011Crxnl http://spr.ly/6011Crxnl"
X Link 2025-12-23T17:00Z 12.4K followers, [---] engagements
"Minutes from the Fed and PMIs highlight the final week of [----]. Happy New Year Mon: T-Bill Auctions ($163B) Tue: FOMC Minutes Chicago PMI Wed: NBS Manufacturing PMI Settles at [--] CT/trading til 4pm CT Thu: New Year's Day π (Markets Closed) Fri: S&P Manufacturing PMI"
X Link 2025-12-29T20:43Z 12.5K followers, [----] engagements
"Rising short-end volatility has driven record demand for 2-Yr options. Both ADV and ADOI are at all-time highs in [----] with activity up big YoY. π"
X Link 2025-12-30T14:00Z 12.5K followers, [----] engagements
"New year same rate debate. Current FedWatch probabilities for the full year are split what's your take"
X Link 2026-01-02T15:00Z 12.5K followers, [----] engagements
"Welcome to [----] in Rates Jobs highlight the first full week of the year among other key releases: Mon: ISM Manufacturing PMI T-Bill Auctions ($163B) Tue: German & French Inflation Wed: JOLTS Release Thu: Japan Consumer Confidence Fri: Non Farm Payrolls"
X Link 2026-01-05T13:30Z 12.5K followers, [----] engagements
"STIR history made again. For the third year in a row #SOFR futures & options volume topped all-time highs trading [----] billion contracts (5.4 million per day) in 2025"
X Link 2026-01-06T14:43Z 12.5K followers, 11.2K engagements
"Fed Funds futures see historic trading activity in [----]. In a year defined by shifting policy expectations deferred rate cuts nuanced funding market pressures and [--] bps of easing traders turned to Fed Funds futures in record numbers"
X Link 2026-01-07T21:00Z 12.5K followers, [----] engagements
"Inflation and funding across the curve take center stage this week in Rates: Mon: Auctions: 3-Yr ($58B) 10-Yr ($39B) T-Bills ($163B) Tue: CPI Wed: PPI 30-Yr Auction ($22B) Thu: GDP: German Full Year and UK MoM Fri: Industrial Production"
X Link 2026-01-12T12:59Z 12.5K followers, [----] engagements
"Dealers build record net short position in Ultra Bond futures. Since early September Dealers have added nearly $200B to their short positions in UB pushing net positions at the long-end of the curve to the lowest level ever. π"
X Link 2026-01-12T18:00Z 12.5K followers, [----] engagements
"π Ten years ago this week Ultra [--] was born. Today after ten straight years of growth it stands as a primary benchmark with $250B in OI. But why did it work when prior attempts to "futurize" this point on the curve struggled Read more. http://spr.ly/6016Cxoay http://spr.ly/6016Cxoay"
X Link 2026-01-13T19:02Z 12.5K followers, [----] engagements
"After last week's in-line Inflation Report eyes turn to PCE & GDP this week: Mon: MLK Jr. Day (U.S. Markets Closed) Tue: Auctions: $166B in 13-Wk/26-Wk $50B in 52-Wk Wed: 20-Yr Auction ($13B) Thu: 10-Yr TIPS Auction ($21B) PCE Report GDP Fri: Japan Inflation & Rate Decision"
X Link 2026-01-19T15:00Z 12.6K followers, [----] engagements
"The breakout in OI for Eris SOFR continues. Activity is testing record highs and is currently up 120% compared to last January"
X Link 2026-01-16T14:45Z 12.7K followers, [----] engagements
"The world's deepest futures market visualized. #SOFR Back by popular demand and updated for 2026"
X Link 2026-01-22T15:01Z 12.7K followers, [----] engagements
"The first Fed meeting of [----] highlights the week ahead. Current FedWatch: 97% at no change. Mon: Durable Goods Orders Auctions: T-Bills ($166B) & 2-Yr ($69B) Tue: 5-Yr Auction ($70B) Wed: FOMC & Bank of Canada Rate Decisions Thu: 7-Yr Auction ($44B) Fri: EU GDP U.S. PPI"
X Link 2026-01-26T13:30Z 12.7K followers, [----] engagements
"Did you know Packs & bundles activity has soared under the #SOFR regime. Accounting for over 20% of SR3 volume this key liquidity pool allows users to trade strips of consecutive SOFR contracts in a single transaction with zero legging risk and the precision of 1/4bp ticks"
X Link 2026-01-27T16:21Z 12.7K followers, [----] engagements
"Learn more about Packs and Bundles: β
Mechanics: β
Lesson: β
Convexity trading π http://spr.ly/6014hB3gk http://spr.ly/6016hB3gw http://spr.ly/6015hB3gZ http://spr.ly/6014hB3gk http://spr.ly/6016hB3gw http://spr.ly/6015hB3gZ"
X Link 2026-01-27T16:21Z 12.7K followers, [----] engagements
"Post-FOMC (hold) and press conference. Muted reaction. Probability of two cuts modestly lower"
X Link 2026-01-28T20:37Z 12.7K followers, [----] engagements
"Time to create a STIR. U.S. T-Bill futures coming Oct. [--] pending regulatory review. http://spr.ly/6013Px2w9 http://spr.ly/6014Px2wi http://spr.ly/6013Px2w9 http://spr.ly/6014Px2wi"
X Link 2023-09-06T13:44Z 12.7K followers, 16.7K engagements
"30-Year Treasury yield volatility hits highest level since 2020"
X Link 2023-10-20T18:16Z 12.7K followers, 15.6K engagements
"Monday Weekly Treasury options activity ramping up in day four of trading"
X Link 2023-11-02T16:17Z 12.7K followers, 102.2K engagements
"A few Weekly Treasury options traded on Friday. 922K Fridays (record) 337K Wednesdays (record) 39K Mondays (record) - launched Oct. 30"
X Link 2023-11-06T18:10Z 12.7K followers, 400.5K engagements
"Interest in interest rates is growing"
X Link 2023-11-07T19:36Z 12.7K followers, 211.6K engagements
"π¨ Open interest in 5-Year T-Note futures surpasses [--] million contracts for the first time"
X Link 2023-11-08T18:10Z 12.7K followers, 100.2K engagements
"In [----] CPI has become the most actively traded event for Wednesday-expiring Treasury options with volumes +81% vs. ADV (chart 1). The trend was amplified during this week's October CPI report with volume surging to a record 480K contracts +470 vs. ADV (chart 2)"
X Link 2023-11-16T20:03Z 12.7K followers, 198.7K engagements
"π¨ New product announcement CME Group to launch micro-sized Ultra [--] and Ultra Bond futures in March [----] pending regulatory review. http://spr.ly/6014VQzL2 http://spr.ly/6014VQzL2"
X Link 2024-02-13T16:59Z 12.7K followers, 11.1K engagements
"Treasury futures see largest 3-day roll volume in history"
X Link 2024-02-27T14:47Z 12.7K followers, [----] engagements
"Longest ever U.S. 2Y/10Y inversion hits [---] days"
X Link 2024-07-03T15:56Z 12.7K followers, 10.7K engagements
"SOFR options expirations visualized"
X Link 2024-07-10T19:08Z 12.7K followers, 11.4K engagements
"Open interest in Treasury futures has surpassed [--] million for the first time ever"
X Link 2024-08-16T17:00Z 12.7K followers, 18.2K engagements
"New records for SOFR futures. Open interest hit 12.7M last week as year-to-date ADV reached 3.5M. More details here: http://spr.ly/6014m7gZY http://spr.ly/6014m7gZY"
X Link 2024-09-03T19:00Z 12.7K followers, 14.7K engagements
"Massive options volumes following NFP on Friday. [---] million #SOFR options (10th all-time) [---] million #Treasury options (10th) - [----] million Weekly Treasury options (1st) - 32K Ultra [--] options (1st)"
X Link 2024-09-09T19:47Z 12.7K followers, 10.1K engagements
"The #SOFR curve has seen a dramatic repricing over the last week as rate cut expectations moderate ahead of CPI"
X Link 2024-10-09T21:06Z 12.7K followers, [----] engagements
"U.S. T-Bond futures (ZB) open interest surpasses [--] million contracts for the first time in its storied 47-year history"
X Link 2024-11-18T16:05Z 12.7K followers, 13K engagements
"π¨ New product announcement Cross-Currency Basis futures launching in February will offer exposure to the EUR/USD X-CCY basis via a single futures contract. http://spr.ly/6012Q66N4 http://spr.ly/6012Q66N4"
X Link 2024-12-04T20:30Z 12.7K followers, 122.2K engagements
"10-Year Yield futures (10Y) register largest 1-week gain since October 2023"
X Link 2024-12-13T22:09Z 12.7K followers, [----] engagements
"STIR history made again. For the second year in a row #SOFR futures and options volume bested all-time highs"
X Link 2025-01-03T12:30Z 12.7K followers, 28K engagements
"π¨ Record trading in short-term Treasury options Amid rising event risk Weekly Treasury options have seen their most active 10-day stretch ever narrowly besting levels seen around the [----] election"
X Link 2025-02-10T16:53Z 12.7K followers, [----] engagements
"#FedWatch: Warm CPI cools rate cut expectations"
X Link 2025-02-12T15:18Z 12.7K followers, [----] engagements
"Treasury options saw their most active 5-day stretch ever last week narrowly surpassing levels seen in March [----]. Volume records were also triggered over 10D 15D 20D 30D and 60D moving averages as the rise of two-way risk has driven outsized options trading since mid-Jan"
X Link 2025-03-10T17:08Z 12.7K followers, [----] engagements
"Interest rate swaps π€ Interest rate futures & options Portfolio Margining delivered a record $9.3B/day in savings last month with clients clearing their USD swaps alongside F&O at CME Group"
X Link 2025-03-11T20:35Z 12.7K followers, [----] engagements
"Dec25 #SOFR futures (SR3Z5) climb to fifth straight daily gain on highest volume since April 11"
X Link 2025-04-30T21:44Z 12.7K followers, 57.3K engagements
"Ahead of the Jun-Sep Treasury roll later this month here's an interesting view into recent physical delivery trends. Notably 4.8% of T-Bond futures (ZB) OI went into delivery in the Mar-25 delivery month a significant outlier vs. the historical avg. of less than 1%. ZF and TN also saw above trend deliveries"
X Link 2025-05-09T20:30Z 12.7K followers, [----] engagements
"Options traders positioning for further curve steepening While 30-Yr yields have eased off their morning highs T-Bond put skew remains elevated relative to 2s and 5s suggesting higher demand for downside protection in Bond futures relative to front-end tenors"
X Link 2025-05-22T20:47Z 12.7K followers, 10.9K engagements
"The Jun-Sep Treasury futures roll jumped to 82% complete yesterday on trading volume of 31.7M contracts. β 4th highest volume all-time β 7th time above 30M β ZB leading the way with 87% rolled"
X Link 2025-05-28T16:24Z 12.7K followers, [----] engagements
Limited data mode. Full metrics available with subscription: lunarcrush.com/pricing
/creator/twitter::Interest_Rates