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 5,995 6,556 -5,033
DEC26 373,264 1,795,580 -8,185
MAR27 5 130 0
TOTAL 379,264 1,802,266 -13,218
ULTRA T-BOND FUTURES
SEP26 1,267 13,137 -1,017
DEC26 276,492 2,384,033 -6,841
TOTAL 277,759 2,397,170 -7,858
10-YR NOTE FUTURES
SEP26 6,717 47,527 -2,403
DEC26 2,009,553 5,204,468 12,198
MAR27 5 211 2
TOTAL 2,016,275 5,252,206 9,797
ULTRA 10-YR NOTE FUTURES
SEP26 3,906 23,944 -3,355
DEC26 605,034 2,544,312 18,142
TOTAL 608,940 2,568,256 14,787
5-YR NOTE FUTURES
SEP26 9,483 30,731 -43,064
DEC26 1,504,081 6,289,028 39,303
MAR27 1 5 1
TOTAL 1,513,565 6,319,764 -3,760
2-YR NOTE FUTURES
SEP26 10,689 63,421 -5,568
DEC26 1,311,391 4,269,796 7,333
MAR27 0 180 0
TOTAL 1,322,080 4,333,397 1,765
FED FUNDS
AUG26 0 0 -17,895
SEP26 52,145 242,374 8,234
OCT26 255,595 660,747 35,234
NOV26 150,560 342,540 5,502
DEC26 38,164 214,382 4,918
JAN27 68,613 315,840 -2,727
FEB27 29,675 159,209 1,278
MAR27 8,800 40,775 513
APR27 13,070 60,556 2,965
MAY27 6,147 42,000 -815
JUN27 2,943 8,094 -365
JUL27 2,740 9,122 266
AUG27 2,254 5,834 225
SEP27 125 1,603 -10
OCT27 343 1,802 57
NOV27 27 812 8
DEC27 5 128 -5
JAN28 0 53 0
FEB28 0 40 0
TOTAL 631,206 2,105,911 37,383
Write to Linda Rice at csstat@dowjones.com