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
DEC26 801,705 1,891,410 -18,575
MAR27 520 2,686 305
JUN27 1 35 -1
TOTAL 802,226 1,894,131 -18,271
ULTRA T-BOND FUTURES
DEC26 519,642 2,379,702 -12,337
MAR27 0 57 0
JUN27 0 30 0
TOTAL 519,642 2,379,789 -12,337
10-YR NOTE FUTURES
DEC26 2,867,505 5,793,146 25,747
MAR27 1,721 4,974 942
TOTAL 2,869,226 5,798,120 26,689
ULTRA 10-YR NOTE FUTURES
DEC26 955,111 2,609,318 -24,126
MAR27 1 4 0
TOTAL 955,112 2,609,322 -24,126
5-YR NOTE FUTURES
DEC26 1,734,056 6,768,487 10,368
MAR27 1,074 3,053 926
TOTAL 1,735,130 6,771,540 11,294
2-YR NOTE FUTURES
DEC26 983,763 4,515,496 28,972
MAR27 82 480 55
TOTAL 983,845 4,515,976 29,027
FED FUNDS
OCT26 196,564 724,750 40,856
NOV26 142,005 572,192 8,966
DEC26 20,786 225,016 -635
JAN27 73,668 393,543 8,686
FEB27 41,850 184,049 980
MAR27 7,202 49,669 989
APR27 26,758 102,089 2,988
MAY27 10,214 88,059 -48
JUN27 2,076 21,380 15
JUL27 5,829 34,574 -229
AUG27 2,930 20,917 89
SEP27 1,279 6,732 141
OCT27 1,671 5,631 -233
NOV27 948 3,295 -115
DEC27 199 718 148
JAN28 147 834 -91
FEB28 0 41 0
TOTAL 534,126 2,433,489 62,507
Write to Linda Rice at csstat@dowjones.com