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 2,812 2,996 -1,523
DEC26 578,624 1,799,180 -1,159
MAR27 4 132 1
TOTAL 581,440 1,802,308 -2,681
ULTRA T-BOND FUTURES
SEP26 2,256 11,270 -1,843
DEC26 347,574 2,388,235 2,974
TOTAL 349,830 2,399,505 1,131
10-YR NOTE FUTURES
SEP26 5,053 44,480 -788
DEC26 2,177,403 5,180,588 -10,207
MAR27 45 227 8
TOTAL 2,182,501 5,225,295 -10,987
ULTRA 10-YR NOTE FUTURES
SEP26 1,973 19,471 -4,454
DEC26 695,934 2,566,466 11,408
TOTAL 697,907 2,585,937 6,954
5-YR NOTE FUTURES
SEP26 6,543 19,576 -2,032
DEC26 1,561,536 6,290,229 -5,727
MAR27 0 5 0
TOTAL 1,568,079 6,309,810 -7,759
2-YR NOTE FUTURES
SEP26 6,556 61,289 0
DEC26 937,161 4,284,844 -12,040
MAR27 0 181 0
TOTAL 943,717 4,346,314 -12,040
FED FUNDS
SEP26 26,418 246,918 5,884
OCT26 87,822 652,162 2,443
NOV26 57,265 346,069 7,350
DEC26 10,065 219,855 252
JAN27 42,429 317,987 -171
FEB27 24,557 161,969 -1,157
MAR27 9,788 46,963 4,255
APR27 16,031 58,472 1,293
MAY27 10,914 45,670 2,286
JUN27 3,160 9,164 1,156
JUL27 10,609 16,828 4,987
AUG27 3,101 8,768 57
SEP27 270 2,176 172
OCT27 641 2,291 2
NOV27 20 860 -5
DEC27 6 128 0
JAN28 5 53 0
FEB28 6 40 0
TOTAL 303,107 2,136,373 28,804
Write to Linda Rice at csstat@dowjones.com