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 403,792 1,853,733 -10,292
DEC26 5,955 15,448 1,929
MAR27 1 15 1
TOTAL 409,748 1,869,196 -8,362
ULTRA T-BOND FUTURES
SEP26 331,812 2,423,216 4,905
DEC26 121 314 44
TOTAL 331,933 2,423,530 4,949
10-YR NOTE FUTURES
SEP26 1,514,657 5,308,468 20,477
DEC26 19,377 87,582 6,715
MAR27 11 70 -1
TOTAL 1,534,045 5,396,120 27,191
ULTRA 10-YR NOTE FUTURES
SEP26 477,021 2,510,964 -995
DEC26 590 803 421
TOTAL 477,611 2,511,767 -574
5-YR NOTE FUTURES
SEP26 1,130,586 6,307,163 -2,963
DEC26 12,592 59,735 7,454
TOTAL 1,143,178 6,366,898 4,491
2-YR NOTE FUTURES
SEP26 733,540 4,402,993 5,969
DEC26 1,902 8,522 661
MAR27 0 3 0
TOTAL 735,442 4,411,518 6,630
FED FUNDS
AUG26 16,005 840,045 1,578
SEP26 45,873 235,297 2,400
OCT26 263,073 505,068 47,753
NOV26 98,318 240,588 5,519
DEC26 17,849 155,864 1,751
JAN27 50,268 238,236 9,545
FEB27 21,143 74,442 108
MAR27 3,423 19,646 -18
APR27 8,287 47,025 -1,165
MAY27 7,180 40,055 -700
JUN27 1,250 6,329 -493
JUL27 2,332 7,687 -636
AUG27 514 3,836 -218
SEP27 328 799 87
OCT27 363 877 96
NOV27 151 777 55
DEC27 0 1 0
TOTAL 536,357 2,416,572 65,662
Write to Linda Rice at csstat@dowjones.com