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 282 2,486 -155
DEC26 611,118 1,851,576 4,256
MAR27 63 253 35
TOTAL 611,463 1,854,315 4,136
ULTRA T-BOND FUTURES
SEP26 39 6,965 0
DEC26 399,734 2,436,564 4,887
TOTAL 399,773 2,443,529 4,887
10-YR NOTE FUTURES
SEP26 2,180 41,048 -1,330
DEC26 2,868,465 5,294,678 5,536
MAR27 467 684 329
TOTAL 2,871,112 5,336,410 4,535
ULTRA 10-YR NOTE FUTURES
SEP26 144 18,411 -55
DEC26 756,846 2,586,057 11,810
TOTAL 756,990 2,604,468 11,755
5-YR NOTE FUTURES
SEP26 657 15,677 -9
DEC26 1,944,593 6,337,147 1,787
MAR27 0 21 0
TOTAL 1,945,250 6,352,845 1,778
2-YR NOTE FUTURES
SEP26 4,409 50,601 -1,509
DEC26 1,308,529 4,393,257 24,434
MAR27 56 248 49
TOTAL 1,312,994 4,444,106 22,974
FED FUNDS
SEP26 84,816 265,462 16,682
OCT26 228,027 756,536 -6,354
NOV26 205,175 402,926 32,981
DEC26 35,960 217,387 918
JAN27 96,116 322,931 11,351
FEB27 44,250 172,962 1,759
MAR27 9,185 47,245 215
APR27 19,957 69,055 -223
MAY27 11,420 49,717 1,006
JUN27 5,257 15,178 349
JUL27 4,837 17,463 31
AUG27 3,316 11,256 -52
SEP27 2,456 5,178 2,009
OCT27 724 2,906 73
NOV27 19 1,508 5
DEC27 1 140 0
JAN28 7 53 0
FEB28 0 40 0
TOTAL 751,523 2,357,943 60,750
Write to Linda Rice at csstat@dowjones.com