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 608,727 1,863,334 806
DEC26 2,988 11,519 1,488
MAR27 10 9 7
TOTAL 611,725 1,874,862 2,301
ULTRA T-BOND FUTURES
SEP26 552,696 2,467,309 4,722
DEC26 9 48 3
TOTAL 552,705 2,467,357 4,725
10-YR NOTE FUTURES
SEP26 1,941,865 5,285,478 -18,276
DEC26 7,084 24,330 1,401
MAR27 1 61 1
TOTAL 1,948,950 5,309,869 -16,874
ULTRA 10-YR NOTE FUTURES
SEP26 628,502 2,507,616 9,770
DEC26 60 243 1
TOTAL 628,562 2,507,859 9,771
5-YR NOTE FUTURES
SEP26 1,362,192 6,215,189 40,658
DEC26 4,678 23,699 3,382
TOTAL 1,366,870 6,238,888 44,040
2-YR NOTE FUTURES
SEP26 1,029,255 4,352,035 -1,212
DEC26 234 6,897 60
MAR27 2 3 2
TOTAL 1,029,491 4,358,935 -1,150
FED FUNDS
JUL26 1,367 306,130 115
AUG26 230,879 880,650 12,834
SEP26 49,400 212,586 -530
OCT26 177,079 428,149 33,155
NOV26 80,914 237,927 1,982
DEC26 17,098 152,062 -2,889
JAN27 37,790 203,285 4,293
FEB27 15,755 77,604 4,102
MAR27 4,520 19,430 876
APR27 8,865 41,274 1,109
MAY27 4,553 34,310 -95
JUN27 3,246 8,537 1,696
JUL27 1,472 7,670 9
AUG27 313 3,598 -49
SEP27 306 458 -144
OCT27 62 697 -15
NOV27 28 483 0
DEC27 0 1 0
TOTAL 633,647 2,614,851 56,449
Write to Linda Rice at csstat@dowjones.com