CBOT Financial Final Volume/Open Interest

Dow Jones
Sep 24
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                0            2,304              0 
DEC26          698,010        1,889,584          4,266 
MAR27              787              782            540 
TOTAL          698,797        1,892,670          4,806 
 
ULTRA T-BOND FUTURES 
SEP26                0            1,692              0 
DEC26          474,244        2,491,826         17,321 
TOTAL          474,244        2,493,518         17,321 
 
10-YR NOTE FUTURES 
SEP26                0           20,195              0 
DEC26        3,248,960        5,452,087         65,320 
MAR27              301              819             55 
TOTAL        3,249,261        5,473,101         65,375 
 
ULTRA 10-YR NOTE FUTURES 
SEP26                0              861              0 
DEC26          890,133        2,597,950         11,371 
TOTAL          890,133        2,598,811         11,371 
 
5-YR NOTE FUTURES 
SEP26              315            1,151            -82 
DEC26        2,474,842        6,664,193         65,714 
MAR27               10               30              5 
TOTAL        2,475,167        6,665,374         65,637 
 
2-YR NOTE FUTURES 
SEP26            1,894           32,468         -1,032 
DEC26        1,483,242        4,511,713          6,113 
MAR27               36              289             15 
TOTAL        1,485,172        4,544,470          5,096 
 
FED FUNDS 
SEP26           45,170          316,415        -26,664 
OCT26           55,369          711,777         -8,439 
NOV26          221,008          400,084        -23,902 
DEC26           23,093          222,801         -3,605 
JAN27          100,111          371,003          4,712 
FEB27           49,488          172,117          2,010 
MAR27            9,978           51,546           -646 
APR27           35,035           85,354          1,338 
MAY27           17,631           63,112          1,775 
JUN27            3,218           18,067            195 
JUL27            6,199           28,029            177 
AUG27            4,763           14,606            631 
SEP27            1,283            5,384           -132 
OCT27            1,993            3,576            395 
NOV27              404            2,045              0 
DEC27               57              238             27 
JAN28               96              142             52 
FEB28               11               40              0 
TOTAL          574,907        2,466,336        -52,076 
 
 
Write to Linda Rice at csstat@dowjones.com 
 

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