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 427,986 1,864,025 7,856
DEC26 4,086 13,519 -173
MAR27 6 14 1
TOTAL 432,078 1,877,558 7,684
ULTRA T-BOND FUTURES
SEP26 354,931 2,418,311 -18,352
DEC26 192 270 42
TOTAL 355,123 2,418,581 -18,310
10-YR NOTE FUTURES
SEP26 1,659,717 5,287,991 58,775
DEC26 55,560 80,867 44,706
MAR27 1 71 1
TOTAL 1,715,278 5,368,929 103,482
ULTRA 10-YR NOTE FUTURES
SEP26 504,394 2,511,959 -6,194
DEC26 72 382 1
TOTAL 504,466 2,512,341 -6,193
5-YR NOTE FUTURES
SEP26 1,184,693 6,310,126 -23,277
DEC26 13,477 52,281 5,256
TOTAL 1,198,170 6,362,407 -18,021
2-YR NOTE FUTURES
SEP26 731,140 4,397,024 3,930
DEC26 1,153 7,861 643
MAR27 0 3 0
TOTAL 732,293 4,404,888 4,573
FED FUNDS
AUG26 66,445 838,467 -7,687
SEP26 26,569 232,897 213
OCT26 69,210 457,315 -1,487
NOV26 50,601 235,069 -6,509
DEC26 18,061 154,113 3,779
JAN27 46,739 228,691 10,670
FEB27 22,656 74,334 -5,899
MAR27 2,469 19,664 -162
APR27 14,009 48,190 2,472
MAY27 11,373 40,755 2,291
JUN27 1,361 6,822 -438
JUL27 2,594 8,323 114
AUG27 953 4,054 14
SEP27 555 712 180
OCT27 77 781 36
NOV27 253 722 199
DEC27 0 1 0
TOTAL 333,925 2,350,910 -2,214
Write to Linda Rice at csstat@dowjones.com