October 4, 2018 / 3:48 PM / 2 months ago

U.S. bond, rates futures, options jump after market rout

Oct 4 (Reuters) - Open interest on U.S. bond and interest rates jumped on Wednesday in the aftermath of a market selloff that propelled Treasury yields to multiyear peaks, CME Group data released on Thursday showed.

The rise in open interest suggested traders built bets that yields will head higher and futures prices will fall, analysts said.

The combined open positions in Treasury and short-term rate futures and options increased to 79.28 million contracts on Wednesday, up 876,742 from the previous day.

Open interest in fixed-income futures grew by 285,635 contracts to 29.38 million, while the open interest on their options counterparts climbed by 591,107 to 49.90 million, according to CME. (Reporting by Richard Leong; editing by Jonathan Oatis)

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