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 467,241 1,838,335 -828
DEC26 8,666 27,165 3,401
MAR27 6 19 2
TOTAL 475,913 1,865,519 2,575
ULTRA T-BOND FUTURES
SEP26 379,757 2,415,457 2,783
DEC26 2,101 5,416 1,387
TOTAL 381,858 2,420,873 4,170
10-YR NOTE FUTURES
SEP26 2,009,173 5,381,697 29,218
DEC26 48,968 122,047 15,706
MAR27 25 70 0
TOTAL 2,058,166 5,503,814 44,924
ULTRA 10-YR NOTE FUTURES
SEP26 657,269 2,529,734 39,763
DEC26 9,149 7,026 5,977
TOTAL 666,418 2,536,760 45,740
5-YR NOTE FUTURES
SEP26 1,574,588 6,336,705 -13,027
DEC26 39,605 112,841 19,623
TOTAL 1,614,193 6,449,546 6,596
2-YR NOTE FUTURES
SEP26 1,104,356 4,352,595 -3,744
DEC26 15,673 28,077 6,607
MAR27 1 4 1
TOTAL 1,120,030 4,380,676 2,864
FED FUNDS
AUG26 48,069 806,737 -2,599
SEP26 47,006 239,884 6,025
OCT26 274,045 530,739 35,892
NOV26 93,570 250,497 4,826
DEC26 33,520 159,985 4,161
JAN27 60,396 255,858 8,426
FEB27 23,538 77,457 1,396
MAR27 6,600 21,422 781
APR27 10,224 45,806 -737
MAY27 5,695 38,195 -452
JUN27 1,792 5,505 -53
JUL27 2,501 7,075 46
AUG27 887 3,946 266
SEP27 106 888 -8
OCT27 239 680 -82
NOV27 203 916 148
DEC27 93 94 93
TOTAL 608,484 2,445,684 58,129
Write to Linda Rice at csstat@dowjones.com