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 461,254 1,860,319 -10,750
DEC26 2,255 12,970 1,034
MAR27 1 12 0
TOTAL 463,510 1,873,301 -9,716
ULTRA T-BOND FUTURES
SEP26 339,363 2,445,374 101
DEC26 129 229 61
TOTAL 339,492 2,445,603 162
10-YR NOTE FUTURES
SEP26 1,597,766 5,230,615 27,284
DEC26 14,710 29,276 4,021
MAR27 14 70 11
TOTAL 1,612,490 5,259,961 31,316
ULTRA 10-YR NOTE FUTURES
SEP26 494,903 2,528,293 5,726
DEC26 34 271 16
TOTAL 494,937 2,528,564 5,742
5-YR NOTE FUTURES
SEP26 1,174,983 6,293,477 20,707
DEC26 6,308 28,390 1,604
TOTAL 1,181,291 6,321,867 22,311
2-YR NOTE FUTURES
SEP26 726,371 4,434,692 39,065
DEC26 432 6,955 48
MAR27 0 3 0
TOTAL 726,803 4,441,650 39,113
FED FUNDS
JUL26 0 310,924 0
AUG26 89,069 864,598 1,231
SEP26 18,997 222,469 867
OCT26 55,025 452,516 280
NOV26 44,614 231,882 69
DEC26 9,953 150,302 -635
JAN27 28,359 206,740 3,455
FEB27 18,487 79,251 249
MAR27 2,628 19,315 198
APR27 13,019 44,535 -1,978
MAY27 6,302 38,705 635
JUN27 1,973 8,206 1
JUL27 4,045 8,332 -381
AUG27 818 3,732 144
SEP27 198 476 5
OCT27 33 737 13
NOV27 0 523 0
DEC27 0 1 0
TOTAL 293,520 2,643,244 4,153
Write to Linda Rice at csstat@dowjones.com