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
DEC26 529,682 1,901,404 19,250
MAR27 557 2,275 347
JUN27 1 35 1
TOTAL 530,240 1,903,714 19,598
ULTRA T-BOND FUTURES
DEC26 430,324 2,432,609 -9,403
MAR27 49 49 49
JUN27 30 30 30
TOTAL 430,403 2,432,688 -9,324
10-YR NOTE FUTURES
DEC26 2,239,242 5,718,734 16,960
MAR27 322 2,944 226
TOTAL 2,239,564 5,721,678 17,186
ULTRA 10-YR NOTE FUTURES
DEC26 769,109 2,601,463 2,569
MAR27 0 3 0
TOTAL 769,109 2,601,466 2,569
5-YR NOTE FUTURES
DEC26 1,670,839 6,774,205 -28,152
MAR27 105 1,890 102
TOTAL 1,670,944 6,776,095 -28,050
2-YR NOTE FUTURES
SEP26 0 0 0
DEC26 1,016,310 4,450,259 1,531
MAR27 2 426 1
TOTAL 1,016,312 4,450,685 1,532
FED FUNDS
OCT26 19,394 678,779 -3,406
NOV26 100,835 528,363 4,138
DEC26 10,503 222,313 -1,859
JAN27 75,753 389,477 1,281
FEB27 45,265 184,840 2,096
MAR27 8,683 48,326 -108
APR27 15,058 99,657 103
MAY27 7,855 82,981 834
JUN27 2,080 21,329 445
JUL27 2,713 33,319 326
AUG27 1,527 20,134 454
SEP27 810 6,612 73
OCT27 710 5,450 56
NOV27 589 3,337 -50
DEC27 221 304 28
JAN28 477 847 138
FEB28 13 40 0
TOTAL 292,486 2,326,108 4,549
Write to Linda Rice at csstat@dowjones.com