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 364,162 1,845,368 -8,365
DEC26 3,235 15,462 14
MAR27 0 15 0
TOTAL 367,397 1,860,845 -8,351
ULTRA T-BOND FUTURES
SEP26 340,229 2,414,881 -8,335
DEC26 136 335 21
TOTAL 340,365 2,415,216 -8,314
10-YR NOTE FUTURES
SEP26 2,126,496 5,352,603 44,135
DEC26 11,643 88,878 1,296
MAR27 0 70 0
TOTAL 2,138,139 5,441,551 45,431
ULTRA 10-YR NOTE FUTURES
SEP26 528,088 2,496,240 -14,724
DEC26 140 859 56
TOTAL 528,228 2,497,099 -14,668
5-YR NOTE FUTURES
SEP26 1,559,828 6,305,405 -1,758
DEC26 9,514 61,667 1,932
TOTAL 1,569,342 6,367,072 174
2-YR NOTE FUTURES
SEP26 1,087,554 4,368,967 -34,026
DEC26 9,266 10,535 2,013
MAR27 0 3 0
TOTAL 1,096,820 4,379,505 -32,013
FED FUNDS
AUG26 95,428 815,717 -24,328
SEP26 25,962 236,789 1,492
OCT26 203,592 490,816 -14,252
NOV26 91,483 241,270 682
DEC26 25,400 156,570 706
JAN27 50,185 240,674 2,438
FEB27 23,398 76,635 2,193
MAR27 4,901 20,520 874
APR27 10,665 46,370 -655
MAY27 10,195 38,703 -1,352
JUN27 1,907 5,604 -725
JUL27 2,669 6,920 -767
AUG27 1,316 3,715 -121
SEP27 219 916 117
OCT27 350 940 63
NOV27 126 755 -22
DEC27 0 1 0
TOTAL 547,796 2,382,915 -33,657
Write to Linda Rice at csstat@dowjones.com