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 14 2,395 -10
DEC26 409,571 1,874,843 5,025
MAR27 10 237 3
TOTAL 409,595 1,877,475 5,018
ULTRA T-BOND FUTURES
SEP26 730 1,462 -5,503
DEC26 324,020 2,462,689 -3,823
TOTAL 324,750 2,464,151 -9,326
10-YR NOTE FUTURES
SEP26 670 20,395 -20,273
DEC26 2,016,996 5,356,516 -59,804
MAR27 18 726 2
TOTAL 2,017,684 5,377,637 -80,075
ULTRA 10-YR NOTE FUTURES
SEP26 6,869 6,071 -11,705
DEC26 644,845 2,587,147 -664
TOTAL 651,714 2,593,218 -12,369
5-YR NOTE FUTURES
SEP26 2,220 3,328 -11,073
DEC26 1,622,495 6,553,739 88,739
MAR27 0 25 0
TOTAL 1,624,715 6,557,092 77,666
2-YR NOTE FUTURES
SEP26 356 45,652 -330
DEC26 1,062,053 4,458,008 51,129
MAR27 17 258 -1
TOTAL 1,062,426 4,503,918 50,798
FED FUNDS
SEP26 61,551 314,265 -8,587
OCT26 14,501 728,008 859
NOV26 72,710 391,786 11,740
DEC26 10,677 226,703 958
JAN27 50,765 355,776 13,858
FEB27 34,222 169,567 595
MAR27 4,613 53,239 -59
APR27 22,377 82,863 8,732
MAY27 7,492 61,242 939
JUN27 2,089 17,787 233
JUL27 4,718 27,996 580
AUG27 2,494 13,565 -233
SEP27 539 5,584 15
OCT27 873 3,182 230
NOV27 440 2,121 277
DEC27 331 301 139
JAN28 0 55 0
FEB28 0 40 0
TOTAL 290,392 2,454,080 30,276
Write to Valena Henderson at csstat@dowjones.com