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 543,620 1,817,291 -25,836
DEC26 36,175 52,332 20,433
MAR27 10 25 7
TOTAL 579,805 1,869,648 -5,396
ULTRA T-BOND FUTURES
SEP26 395,217 2,433,658 14,545
DEC26 26,723 40,137 25,869
TOTAL 421,940 2,473,795 40,414
10-YR NOTE FUTURES
SEP26 1,925,294 5,411,677 9,741
DEC26 67,774 136,721 14,586
MAR27 3 99 2
TOTAL 1,993,071 5,548,497 24,329
ULTRA 10-YR NOTE FUTURES
SEP26 530,748 2,529,262 -12,282
DEC26 16,392 25,022 9,683
TOTAL 547,140 2,554,284 -2,599
5-YR NOTE FUTURES
SEP26 1,373,710 6,350,993 -12,880
DEC26 56,798 167,009 25,722
TOTAL 1,430,508 6,518,002 12,842
2-YR NOTE FUTURES
SEP26 987,644 4,357,003 -2,996
DEC26 31,288 55,531 20,617
MAR27 0 2 0
TOTAL 1,018,932 4,412,536 17,621
FED FUNDS
AUG26 49,630 801,298 -17,166
SEP26 33,403 232,477 -908
OCT26 188,738 521,841 -4,797
NOV26 86,530 252,144 2,681
DEC26 26,272 165,570 2,188
JAN27 64,854 260,185 -4,000
FEB27 32,450 89,373 455
MAR27 4,090 24,064 30
APR27 13,523 46,626 -1,072
MAY27 4,634 40,202 -459
JUN27 1,225 5,483 -66
JUL27 2,005 6,799 57
AUG27 532 3,595 -155
SEP27 190 1,054 115
OCT27 305 998 110
NOV27 123 795 -116
DEC27 0 94 0
TOTAL 508,504 2,452,598 -23,103
Write to Linda Rice at csstat@dowjones.com