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 17,202 14,262 -5,154
DEC26 514,628 1,797,132 10,965
MAR27 15 119 9
TOTAL 531,845 1,811,513 5,820
ULTRA T-BOND FUTURES
SEP26 7,433 15,582 -3,999
DEC26 414,356 2,382,990 -14,990
TOTAL 421,789 2,398,572 -18,989
10-YR NOTE FUTURES
SEP26 15,592 60,443 -2,951
DEC26 2,233,536 5,215,992 35,383
MAR27 11 199 1
TOTAL 2,249,139 5,276,634 32,433
ULTRA 10-YR NOTE FUTURES
SEP26 12,205 30,794 -3,494
DEC26 714,568 2,510,812 -13,905
TOTAL 726,773 2,541,606 -17,399
5-YR NOTE FUTURES
SEP26 43,563 92,608 -28,335
DEC26 1,459,041 6,246,972 -27,932
MAR27 0 4 0
TOTAL 1,502,604 6,339,584 -56,267
2-YR NOTE FUTURES
SEP26 8,060 72,331 -7,455
DEC26 1,014,085 4,276,327 17,794
MAR27 1 180 -1
TOTAL 1,022,146 4,348,838 10,338
FED FUNDS
AUG26 0 799,966 -15
SEP26 46,872 240,961 -1,709
OCT26 132,953 614,628 -1,982
NOV26 95,629 339,252 -9,605
DEC26 30,295 213,527 -3,660
JAN27 48,084 323,432 -8,520
FEB27 29,392 158,714 3,894
MAR27 4,147 39,718 459
APR27 13,006 57,489 676
MAY27 4,946 42,593 286
JUN27 3,971 9,032 1,555
JUL27 2,658 8,568 195
AUG27 1,173 5,413 -28
SEP27 374 1,599 61
OCT27 374 1,605 64
NOV27 83 799 -34
DEC27 0 121 0
JAN28 0 38 0
FEB28 0 31 0
TOTAL 413,957 2,857,486 -18,363
Write to Linda Rice at csstat@dowjones.com