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 428,001 1,839,163 -5,695
DEC26 6,762 23,764 3,298
MAR27 2 17 1
TOTAL 434,765 1,862,944 -2,396
ULTRA T-BOND FUTURES
SEP26 271,466 2,412,674 -5,050
DEC26 1,412 4,029 627
TOTAL 272,878 2,416,703 -4,423
10-YR NOTE FUTURES
SEP26 1,602,573 5,352,479 -14,586
DEC26 20,971 106,341 10,385
MAR27 2 70 0
TOTAL 1,623,546 5,458,890 -4,201
ULTRA 10-YR NOTE FUTURES
SEP26 498,998 2,489,971 1,671
DEC26 625 1,049 26
TOTAL 499,623 2,491,020 1,697
5-YR NOTE FUTURES
SEP26 1,055,175 6,349,732 31,647
DEC26 29,780 93,218 19,157
TOTAL 1,084,955 6,442,950 50,804
2-YR NOTE FUTURES
SEP26 758,951 4,356,339 -14,468
DEC26 10,211 21,470 8,668
MAR27 0 3 0
TOTAL 769,162 4,377,812 -5,800
FED FUNDS
AUG26 36,805 809,336 -5,326
SEP26 20,458 233,859 -22,616
OCT26 99,196 494,847 -10,250
NOV26 52,690 245,671 1,330
DEC26 11,825 155,824 -1,090
JAN27 23,954 247,432 2,670
FEB27 12,701 76,061 -171
MAR27 1,993 20,641 0
APR27 6,567 46,543 -52
MAY27 5,075 38,647 -139
JUN27 945 5,558 -36
JUL27 1,833 7,029 -150
AUG27 632 3,680 273
SEP27 94 896 -33
OCT27 30 762 -8
NOV27 24 768 -2
DEC27 0 1 0
TOTAL 274,822 2,387,555 -35,600
Write to Linda Rice at csstat@dowjones.com