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 512,177 1,843,127 4,792
DEC26 15,058 31,899 4,734
MAR27 2 18 -1
TOTAL 527,237 1,875,044 9,525
ULTRA T-BOND FUTURES
SEP26 439,148 2,419,113 3,656
DEC26 8,627 14,268 8,852
TOTAL 447,775 2,433,381 12,508
10-YR NOTE FUTURES
SEP26 2,023,773 5,401,936 20,239
DEC26 53,157 122,135 88
MAR27 56 97 27
TOTAL 2,076,986 5,524,168 20,354
ULTRA 10-YR NOTE FUTURES
SEP26 595,009 2,541,544 11,810
DEC26 10,447 15,339 8,313
TOTAL 605,456 2,556,883 20,123
5-YR NOTE FUTURES
SEP26 1,579,127 6,363,873 27,168
DEC26 49,939 141,287 28,446
TOTAL 1,629,066 6,505,160 55,614
2-YR NOTE FUTURES
SEP26 1,154,695 4,359,999 7,404
DEC26 22,744 34,914 6,837
MAR27 2 2 -2
TOTAL 1,177,441 4,394,915 14,239
FED FUNDS
AUG26 54,882 818,464 11,727
SEP26 58,460 233,385 -6,499
OCT26 361,869 526,638 -4,101
NOV26 152,362 249,463 -1,034
DEC26 30,516 163,382 3,397
JAN27 108,473 264,185 8,327
FEB27 57,837 88,918 11,461
MAR27 9,764 24,034 2,612
APR27 19,239 47,698 1,892
MAY27 12,728 40,661 2,466
JUN27 1,285 5,549 44
JUL27 3,831 6,742 -333
AUG27 828 3,750 -196
SEP27 416 939 51
OCT27 805 888 208
NOV27 52 911 -5
DEC27 0 94 0
TOTAL 873,347 2,475,701 30,017
Write to Linda Rice at csstat@dowjones.com