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 753,687 1,871,069 7,735
DEC26 2,327 11,936 417
MAR27 3 12 3
TOTAL 756,017 1,883,017 8,155
ULTRA T-BOND FUTURES
SEP26 617,276 2,445,273 -22,036
DEC26 136 168 120
TOTAL 617,412 2,445,441 -21,916
10-YR NOTE FUTURES
SEP26 2,744,859 5,203,331 -82,147
DEC26 10,518 25,255 925
MAR27 17 59 -2
TOTAL 2,755,394 5,228,645 -81,224
ULTRA 10-YR NOTE FUTURES
SEP26 830,990 2,522,567 14,951
DEC26 14 255 12
TOTAL 831,004 2,522,822 14,963
5-YR NOTE FUTURES
SEP26 1,807,848 6,272,770 57,581
DEC26 4,546 26,786 3,087
TOTAL 1,812,394 6,299,556 60,668
2-YR NOTE FUTURES
SEP26 1,121,551 4,395,627 43,592
DEC26 552 6,907 10
MAR27 0 3 0
TOTAL 1,122,103 4,402,537 43,602
FED FUNDS
JUL26 8,425 310,924 4,794
AUG26 126,431 863,367 -17,283
SEP26 33,079 221,602 9,016
OCT26 127,015 452,236 24,087
NOV26 81,640 231,813 -6,114
DEC26 18,500 150,937 -1,125
JAN27 56,002 203,285 0
FEB27 30,652 79,002 1,398
MAR27 3,537 19,117 -313
APR27 14,775 46,513 5,239
MAY27 12,161 38,070 3,760
JUN27 6,876 8,205 -332
JUL27 3,206 8,713 1,043
AUG27 732 3,588 -10
SEP27 58 471 13
OCT27 69 724 27
NOV27 60 523 40
DEC27 0 1 0
TOTAL 523,218 2,639,091 24,240
Write to Linda Rice at csstat@dowjones.com