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 832,843 1,693,640 -129,286
DEC26 190,969 237,787 110,250
MAR27 6 57 -2
TOTAL 1,023,818 1,931,484 -19,038
ULTRA T-BOND FUTURES
SEP26 842,907 2,194,054 -135,007
DEC26 232,849 349,792 161,308
TOTAL 1,075,756 2,543,846 26,301
10-YR NOTE FUTURES
SEP26 3,451,237 4,994,405 -290,166
DEC26 1,382,910 794,382 499,157
MAR27 3 128 0
TOTAL 4,834,150 5,788,915 208,991
ULTRA 10-YR NOTE FUTURES
SEP26 1,359,611 2,353,952 -167,122
DEC26 661,155 304,848 217,725
TOTAL 2,020,766 2,658,800 50,603
5-YR NOTE FUTURES
SEP26 1,891,845 5,936,659 -323,645
DEC26 572,136 723,890 350,992
TOTAL 2,463,981 6,660,549 27,347
2-YR NOTE FUTURES
SEP26 1,280,583 4,045,509 -229,656
DEC26 447,912 462,510 267,112
MAR27 125 128 125
TOTAL 1,728,620 4,508,147 37,581
FED FUNDS
AUG26 23,525 804,197 2,740
SEP26 32,465 249,354 5,005
OCT26 85,494 558,386 11,956
NOV26 66,485 297,692 21,033
DEC26 24,859 181,622 3,520
JAN27 59,954 288,304 11,128
FEB27 47,842 119,792 12,034
MAR27 8,259 37,147 2,358
APR27 14,517 53,675 971
MAY27 8,515 40,593 494
JUN27 1,546 5,678 186
JUL27 2,651 8,310 -237
AUG27 724 5,468 292
SEP27 274 1,149 -47
OCT27 356 1,167 16
NOV27 179 915 82
DEC27 0 94 0
TOTAL 377,645 2,653,543 71,531
Write to Linda Rice at csstat@dowjones.com