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 630,671 1,862,528 12,061
DEC26 2,052 10,031 768
MAR27 0 2 0
TOTAL 632,723 1,872,561 12,829
ULTRA T-BOND FUTURES
SEP26 551,529 2,462,587 309
DEC26 36 45 23
TOTAL 551,565 2,462,632 332
10-YR NOTE FUTURES
SEP26 2,463,756 5,303,754 12,823
DEC26 6,938 22,929 442
MAR27 1 60 0
TOTAL 2,470,695 5,326,743 13,265
ULTRA 10-YR NOTE FUTURES
SEP26 685,309 2,497,846 18,527
DEC26 45 242 42
TOTAL 685,354 2,498,088 18,569
5-YR NOTE FUTURES
SEP26 2,152,967 6,174,531 -83
DEC26 4,470 20,317 1,891
TOTAL 2,157,437 6,194,848 1,808
2-YR NOTE FUTURES
SEP26 1,793,005 4,353,247 -47,077
DEC26 781 6,837 574
MAR27 0 1 0
TOTAL 1,793,786 4,360,085 -46,503
FED FUNDS
JUL26 30,690 306,015 -5,471
AUG26 727,829 867,816 -139,283
SEP26 84,005 213,116 -908
OCT26 388,211 394,994 16,504
NOV26 231,164 235,945 -12,966
DEC26 45,206 154,951 6,063
JAN27 121,284 198,992 -1,095
FEB27 41,529 73,502 3,625
MAR27 9,158 18,554 824
APR27 15,958 40,165 1,084
MAY27 9,185 34,405 1,171
JUN27 6,769 6,841 372
JUL27 3,570 7,661 -217
AUG27 1,469 3,647 28
SEP27 675 602 300
OCT27 260 712 31
NOV27 61 483 18
DEC27 0 1 0
TOTAL 1,717,023 2,558,402 -129,920
Write to Linda Rice at csstat@dowjones.com