CBOT Financial Final Volume/Open Interest

Dow Jones
Aug 21
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          832,843        1,693,640       -129,286 
DEC26          190,969          237,787        110,250 
MAR27                6               57             -2 
TOTAL        1,023,818        1,931,484        -19,038 
 
ULTRA T-BOND FUTURES 
SEP26          842,907        2,194,054       -135,007 
DEC26          232,849          349,792        161,308 
TOTAL        1,075,756        2,543,846         26,301 
 
10-YR NOTE FUTURES 
SEP26        3,451,237        4,994,405       -290,166 
DEC26        1,382,910          794,382        499,157 
MAR27                3              128              0 
TOTAL        4,834,150        5,788,915        208,991 
 
ULTRA 10-YR NOTE FUTURES 
SEP26        1,359,611        2,353,952       -167,122 
DEC26          661,155          304,848        217,725 
TOTAL        2,020,766        2,658,800         50,603 
 
5-YR NOTE FUTURES 
SEP26        1,891,845        5,936,659       -323,645 
DEC26          572,136          723,890        350,992 
TOTAL        2,463,981        6,660,549         27,347 
 
2-YR NOTE FUTURES 
SEP26        1,280,583        4,045,509       -229,656 
DEC26          447,912          462,510        267,112 
MAR27              125              128            125 
TOTAL        1,728,620        4,508,147         37,581 
 
FED FUNDS 
AUG26           23,525          804,197          2,740 
SEP26           32,465          249,354          5,005 
OCT26           85,494          558,386         11,956 
NOV26           66,485          297,692         21,033 
DEC26           24,859          181,622          3,520 
JAN27           59,954          288,304         11,128 
FEB27           47,842          119,792         12,034 
MAR27            8,259           37,147          2,358 
APR27           14,517           53,675            971 
MAY27            8,515           40,593            494 
JUN27            1,546            5,678            186 
JUL27            2,651            8,310           -237 
AUG27              724            5,468            292 
SEP27              274            1,149            -47 
OCT27              356            1,167             16 
NOV27              179              915             82 
DEC27                0               94              0 
TOTAL          377,645        2,653,543         71,531 
 
 
Write to Linda Rice at csstat@dowjones.com 
 

At the request of the copyright holder, you need to log in to view this content

Disclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.

Most Discussed

  1. 1
     
     
     
     
  2. 2
     
     
     
     
  3. 3
     
     
     
     
  4. 4
     
     
     
     
  5. 5
     
     
     
     
  6. 6
     
     
     
     
  7. 7
     
     
     
     
  8. 8
     
     
     
     
  9. 9
     
     
     
     
  10. 10