For previous business day. Open Interest subject to revision.
Source: CME Group
NOTE: Total volume includes Globex and RTH.
Total Open
Volume Interest Change
30-YR BOND FUTURES
SEP26 406,107 1,858,126 8,292
DEC26 1,268 9,118 621
MAR27 0 2 0
TOTAL 407,375 1,867,246 8,913
ULTRA T-BOND FUTURES
SEP26 256,194 2,458,260 16,890
DEC26 2 22 0
TOTAL 256,196 2,458,282 16,890
10-YR NOTE FUTURES
SEP26 1,690,983 5,253,599 4,463
DEC26 12,812 19,782 1,076
MAR27 0 60 0
TOTAL 1,703,795 5,273,441 5,539
ULTRA 10-YR NOTE FUTURES
SEP26 502,801 2,484,477 30,514
DEC26 0 210 0
TOTAL 502,801 2,484,687 30,514
5-YR NOTE FUTURES
SEP26 1,288,028 6,184,670 37,248
DEC26 403 18,282 -219
TOTAL 1,288,431 6,202,952 37,029
2-YR NOTE FUTURES
SEP26 884,556 4,412,184 49,868
DEC26 1,010 6,267 399
MAR27 1 1 1
TOTAL 885,567 4,418,452 50,268
FED FUNDS
JUL26 26,967 319,961 -1,408
AUG26 329,922 967,136 57,422
SEP26 22,405 193,577 -1,833
OCT26 141,493 368,001 9,779
NOV26 106,820 235,817 22,724
DEC26 15,381 148,316 418
JAN27 35,459 196,055 -1,085
FEB27 13,620 69,509 -1,459
MAR27 3,069 17,784 -334
APR27 5,196 39,397 701
MAY27 1,953 33,277 2
JUN27 1,596 7,838 -276
JUL27 1,001 7,810 -279
AUG27 480 3,521 -59
SEP27 77 301 0
OCT27 618 664 466
NOV27 423 431 423
DEC27 0 1 0
TOTAL 706,480 2,609,396 85,202
Write to Linda Rice at csstat@dowjones.com