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 5,943 11,589 -2,673
DEC26 413,704 1,803,765 6,633
MAR27 25 130 11
TOTAL 419,672 1,815,484 3,971
ULTRA T-BOND FUTURES
SEP26 4,197 14,154 -1,428
DEC26 286,124 2,390,874 7,884
TOTAL 290,321 2,405,028 6,456
10-YR NOTE FUTURES
SEP26 23,868 49,930 -10,513
DEC26 2,014,835 5,192,270 -23,722
MAR27 20 209 10
TOTAL 2,038,723 5,242,409 -34,225
ULTRA 10-YR NOTE FUTURES
SEP26 8,068 27,299 -3,495
DEC26 592,252 2,526,170 15,358
TOTAL 600,320 2,553,469 11,863
5-YR NOTE FUTURES
SEP26 35,031 73,795 -18,813
DEC26 1,309,622 6,249,725 2,753
MAR27 0 4 0
TOTAL 1,344,653 6,323,524 -16,060
2-YR NOTE FUTURES
SEP26 12,208 68,989 -3,342
DEC26 1,051,491 4,262,463 -13,864
MAR27 0 180 0
TOTAL 1,063,699 4,331,632 -17,206
FED FUNDS
AUG26 0 17,895 -782,071
SEP26 50,046 234,140 -6,821
OCT26 215,032 625,513 10,885
NOV26 107,799 337,038 -2,214
DEC26 22,218 209,464 -4,063
JAN27 48,031 318,567 -4,865
FEB27 19,504 157,931 -783
MAR27 5,100 40,262 544
APR27 6,627 57,591 102
MAY27 5,824 42,815 222
JUN27 2,150 8,459 -573
JUL27 2,290 8,856 288
AUG27 1,262 5,609 196
SEP27 184 1,613 14
OCT27 310 1,745 140
NOV27 60 804 5
DEC27 27 133 12
JAN28 20 53 15
FEB28 9 40 9
TOTAL 486,493 2,068,528 -788,958
Write to Linda Rice at csstat@dowjones.com