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 707 2,649 -134
DEC26 815,716 1,821,798 13,978
MAR27 45 163 24
TOTAL 816,468 1,824,610 13,868
ULTRA T-BOND FUTURES
SEP26 2,508 7,275 -799
DEC26 550,126 2,416,407 9,715
TOTAL 552,634 2,423,682 8,916
10-YR NOTE FUTURES
SEP26 4,078 42,678 -1,193
DEC26 2,936,141 5,271,775 67,408
MAR27 90 254 17
TOTAL 2,940,309 5,314,707 66,232
ULTRA 10-YR NOTE FUTURES
SEP26 1,091 19,009 -460
DEC26 909,977 2,551,230 -2,852
TOTAL 911,068 2,570,239 -3,312
5-YR NOTE FUTURES
SEP26 5,251 15,721 -3,032
DEC26 2,312,353 6,301,789 -4,165
MAR27 19 21 16
TOTAL 2,317,623 6,317,531 -7,181
2-YR NOTE FUTURES
SEP26 2,657 54,383 -4,736
DEC26 1,448,800 4,396,738 87,888
MAR27 16 194 13
TOTAL 1,451,473 4,451,315 83,165
FED FUNDS
SEP26 74,346 258,168 12,520
OCT26 313,875 705,040 42,880
NOV26 166,168 329,878 -15,620
DEC26 36,152 219,906 -1,746
JAN27 76,755 315,209 -3,184
FEB27 50,636 173,314 7,725
MAR27 13,488 46,745 -588
APR27 31,192 62,714 4,841
MAY27 16,091 49,668 3,135
JUN27 12,484 15,255 5,843
JUL27 4,983 16,562 295
AUG27 5,366 10,424 1,110
SEP27 1,631 3,233 991
OCT27 1,522 2,698 28
NOV27 131 1,551 -24
DEC27 0 140 0
JAN28 0 53 0
FEB28 0 40 0
TOTAL 804,820 2,210,598 58,206
Write to Linda Rice at csstat@dowjones.com