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 519,634 1,811,845 -5,446
DEC26 32,941 71,156 18,824
MAR27 9 33 8
TOTAL 552,584 1,883,034 13,386
ULTRA T-BOND FUTURES
SEP26 376,290 2,424,952 -8,706
DEC26 29,808 65,730 25,593
TOTAL 406,098 2,490,682 16,887
10-YR NOTE FUTURES
SEP26 1,599,304 5,380,563 -31,114
DEC26 82,045 153,639 16,918
MAR27 0 99 0
TOTAL 1,681,349 5,534,301 -14,196
ULTRA 10-YR NOTE FUTURES
SEP26 431,507 2,520,632 -8,630
DEC26 14,835 31,769 6,747
TOTAL 446,342 2,552,401 -1,883
5-YR NOTE FUTURES
SEP26 1,076,856 6,312,412 -38,581
DEC26 108,325 211,939 44,930
TOTAL 1,185,181 6,524,351 6,349
2-YR NOTE FUTURES
SEP26 719,124 4,342,526 -14,477
DEC26 43,348 88,551 33,020
MAR27 0 2 0
TOTAL 762,472 4,431,079 18,543
FED FUNDS
AUG26 1,266 800,864 -434
SEP26 27,222 243,136 10,659
OCT26 110,643 540,420 18,579
NOV26 72,734 262,258 10,114
DEC26 31,786 173,212 7,642
JAN27 24,964 263,830 3,645
FEB27 23,861 87,488 -1,885
MAR27 3,908 23,353 -711
APR27 12,783 49,991 3,365
MAY27 4,486 41,165 963
JUN27 615 5,515 32
JUL27 2,990 8,025 1,226
AUG27 1,699 4,679 1,084
SEP27 127 1,099 45
OCT27 191 915 -83
NOV27 66 823 28
DEC27 0 94 0
TOTAL 319,341 2,506,867 54,269
Write to Linda Rice at csstat@dowjones.com