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 340 2,783 -213
DEC26 630,502 1,807,820 8,640
MAR27 14 139 7
TOTAL 630,856 1,810,742 8,434
ULTRA T-BOND FUTURES
SEP26 493 8,074 -3,196
DEC26 461,987 2,406,692 18,457
TOTAL 462,480 2,414,766 15,261
10-YR NOTE FUTURES
SEP26 4,686 43,871 -609
DEC26 2,084,210 5,204,367 23,779
MAR27 26 237 10
TOTAL 2,088,922 5,248,475 23,180
ULTRA 10-YR NOTE FUTURES
SEP26 421 19,469 -2
DEC26 753,915 2,554,082 -12,384
TOTAL 754,336 2,573,551 -12,386
5-YR NOTE FUTURES
SEP26 611 18,753 -823
DEC26 1,380,726 6,305,954 15,725
MAR27 0 5 0
TOTAL 1,381,337 6,324,712 14,902
2-YR NOTE FUTURES
SEP26 2,990 59,119 -2,170
DEC26 879,811 4,308,850 24,006
MAR27 0 181 0
TOTAL 882,801 4,368,150 21,836
FED FUNDS
SEP26 40,179 245,648 -1,270
OCT26 122,399 662,160 9,998
NOV26 63,128 345,498 -571
DEC26 18,900 221,652 1,797
JAN27 63,058 318,393 406
FEB27 21,198 165,589 3,620
MAR27 4,887 47,333 370
APR27 8,174 57,873 -599
MAY27 7,356 46,533 863
JUN27 1,987 9,412 248
JUL27 3,674 16,267 -561
AUG27 2,452 9,314 546
SEP27 207 2,242 66
OCT27 908 2,670 379
NOV27 925 1,575 715
DEC27 13 140 12
JAN28 0 53 0
FEB28 0 40 0
TOTAL 359,445 2,152,392 16,019
Write to Linda Rice at csstat@dowjones.com