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 352 2,641 -8
DEC26 619,742 1,847,320 25,522
MAR27 180 218 55
TOTAL 620,274 1,850,179 25,569
ULTRA T-BOND FUTURES
SEP26 280 6,965 -310
DEC26 531,752 2,431,677 15,270
TOTAL 532,032 2,438,642 14,960
10-YR NOTE FUTURES
SEP26 5,714 42,378 -300
DEC26 3,046,980 5,289,142 17,367
MAR27 113 355 101
TOTAL 3,052,807 5,331,875 17,168
ULTRA 10-YR NOTE FUTURES
SEP26 1,268 18,466 -543
DEC26 767,181 2,574,247 23,017
TOTAL 768,449 2,592,713 22,474
5-YR NOTE FUTURES
SEP26 526 15,686 -35
DEC26 2,419,647 6,335,360 33,571
MAR27 1 21 0
TOTAL 2,420,174 6,351,067 33,536
2-YR NOTE FUTURES
SEP26 9,255 52,110 -2,273
DEC26 1,727,726 4,368,823 -27,915
MAR27 9 199 5
TOTAL 1,736,990 4,421,132 -30,183
FED FUNDS
SEP26 114,611 248,780 -9,388
OCT26 629,172 762,890 57,850
NOV26 334,736 369,945 40,067
DEC26 77,928 216,469 -3,437
JAN27 196,390 311,580 -3,629
FEB27 83,887 171,203 -2,111
MAR27 17,852 47,030 285
APR27 32,777 69,278 6,564
MAY27 19,072 48,711 -957
JUN27 9,143 14,829 -426
JUL27 8,847 17,432 870
AUG27 6,174 11,308 884
SEP27 486 3,169 -64
OCT27 1,528 2,833 135
NOV27 230 1,503 -48
DEC27 1 140 0
JAN28 0 53 0
FEB28 0 40 0
TOTAL 1,532,834 2,297,193 86,595
Write to Linda Rice at csstat@dowjones.com