Derivatives Exchanges FMX May 26 Total Daily Volume of 40,601 with OI of 168,921

Research evidence excerpt

Derivatives Exchanges FMX May 26 Total Daily Volume of 40,601 with OI of 168,921

J P M O R G A N North America Equity Research

27 May 2026

Derivatives Exchanges

FMX May 26 Total Daily Volume of 40,601 with OI of

168,921

We observed 40,601 total futures contracts traded on May 26 at the FMX Futures Brokers, Asset Managers &

Exchange, with 168,921 contracts of open interest (OI) at session-end. The closing Exchanges

level of OI on May 26 recovered 6.8% from the previous trading session (158,092 Kenneth B. Worthington, CFA AC

as detailed below). 2yr and 5yr U.S. Treasury futures contracts had 1,326 contracts (1-212) 622-6613

of OI outstanding as of May 26with 13,344 UST contracts traded yesterday. We kenneth.b.worthington@jpmorgan.com

reiterate that the focus continues to be on onboarding more FCM activity, which, Madeline Daleiden

in turn, may attract greater buy-side involvement. (1-212) 622-4911

madeline.daleiden@jpmchase.com

• FMX Futures observes Memorial Day with a shortened trading day. Michael Cho

Recall FMX preliminarily reported 1,830 total futures contracts traded on (1-212) 622-3619

Monday, May 25 (Memorial Day), at the FMX Futures Exchange, with michael.cho@jpmchase.com

J.P. Morgan Securities LLC

158,092 contracts of open interest (OI) at session-end. Total OI fell 8.6% from

Friday’s session. Note that the market closed at 1pm ET and trades were cleared

on the holiday. Previous days settlement values were republished. See other FMX-related research:

Figure 1: Monthly Summary of Total Activity at FMX Futures Exchange Derivatives Exchanges: FMX UST Futures’

250,000 # of contracts Contract Specs Now Available; May 15

Total Ending OI Total FMX Futures Monthly ADV & OI Daily Volume of 2,524 with OI Reaching Total ADV

Includes 3mo SOFR, 2yr UST, 5yr UST Record High