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 0 2,304 0
DEC26 508,839 1,885,318 7,907
MAR27 11 242 4
TOTAL 508,850 1,887,864 7,911
ULTRA T-BOND FUTURES
SEP26 0 1,692 0
DEC26 317,428 2,474,505 4,573
TOTAL 317,428 2,476,197 4,573
10-YR NOTE FUTURES
SEP26 0 20,195 0
DEC26 2,404,970 5,386,767 8,962
MAR27 262 764 37
TOTAL 2,405,232 5,407,726 8,999
ULTRA 10-YR NOTE FUTURES
SEP26 0 861 0
DEC26 734,175 2,586,579 -10,754
TOTAL 734,175 2,587,440 -10,754
5-YR NOTE FUTURES
SEP26 472 1,233 -238
DEC26 1,772,938 6,598,479 40,800
MAR27 2 25 1
TOTAL 1,773,412 6,599,737 40,563
2-YR NOTE FUTURES
SEP26 6,546 33,500 -6,216
DEC26 1,053,876 4,505,600 24,274
MAR27 30 274 15
TOTAL 1,060,452 4,539,374 18,073
FED FUNDS
SEP26 56,725 343,079 28,361
OCT26 35,073 720,216 -1,145
NOV26 131,681 423,986 24,165
DEC26 24,940 226,406 -1,028
JAN27 67,204 366,291 -3,747
FEB27 45,001 170,107 -279
MAR27 7,209 52,192 -716
APR27 21,079 84,016 -1,756
MAY27 9,105 61,337 -816
JUN27 2,311 17,872 -273
JUL27 4,922 27,852 -199
AUG27 2,358 13,975 185
SEP27 1,039 5,516 -380
OCT27 575 3,181 94
NOV27 106 2,045 -67
DEC27 7 211 -2
JAN28 38 90 35
FEB28 0 40 0
TOTAL 409,373 2,518,412 42,432
Write to Valena Henderson at csstat@dowjones.com