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 329,429 1,844,858 -510
DEC26 11,285 20,466 5,004
MAR27 1 16 1
TOTAL 340,715 1,865,340 4,495
ULTRA T-BOND FUTURES
SEP26 299,509 2,417,724 2,843
DEC26 3,256 3,402 3,067
TOTAL 302,765 2,421,126 5,910
10-YR NOTE FUTURES
SEP26 1,357,431 5,367,065 14,462
DEC26 27,329 95,956 7,078
MAR27 2 70 0
TOTAL 1,384,762 5,463,091 21,540
ULTRA 10-YR NOTE FUTURES
SEP26 453,365 2,488,300 -7,940
DEC26 436 1,023 164
TOTAL 453,801 2,489,323 -7,776
5-YR NOTE FUTURES
SEP26 1,000,441 6,318,085 12,680
DEC26 19,150 74,061 12,394
TOTAL 1,019,591 6,392,146 25,074
2-YR NOTE FUTURES
SEP26 650,628 4,370,807 1,840
DEC26 6,075 12,802 2,267
MAR27 0 3 0
TOTAL 656,703 4,383,612 4,107
FED FUNDS
AUG26 53,875 814,662 -1,055
SEP26 21,189 256,475 19,686
OCT26 107,469 505,097 14,281
NOV26 34,311 244,341 3,071
DEC26 7,936 156,914 344
JAN27 22,498 244,762 4,088
FEB27 9,186 76,232 -403
MAR27 1,575 20,641 121
APR27 4,379 46,595 225
MAY27 5,126 38,786 83
JUN27 532 5,594 -10
JUL27 1,655 7,179 259
AUG27 852 3,407 -308
SEP27 46 929 13
OCT27 196 770 -170
NOV27 46 770 15
DEC27 0 1 0
TOTAL 270,871 2,423,155 40,240
Write to Linda Rice at csstat@dowjones.com