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 327,870 1,850,467 -7,659
DEC26 574 9,263 145
MAR27 0 2 0
TOTAL 328,444 1,859,732 -7,514
ULTRA T-BOND FUTURES
SEP26 276,507 2,462,278 4,018
DEC26 0 22 0
TOTAL 276,507 2,462,300 4,018
10-YR NOTE FUTURES
SEP26 1,716,140 5,290,931 37,332
DEC26 12,254 22,487 2,705
MAR27 0 60 0
TOTAL 1,728,394 5,313,478 40,037
ULTRA 10-YR NOTE FUTURES
SEP26 443,481 2,479,319 -5,158
DEC26 10 200 -10
TOTAL 443,491 2,479,519 -5,168
5-YR NOTE FUTURES
SEP26 1,126,128 6,174,614 -10,056
DEC26 881 18,426 144
TOTAL 1,127,009 6,193,040 -9,912
2-YR NOTE FUTURES
SEP26 811,710 4,400,324 -11,860
DEC26 83 6,263 -4
MAR27 0 1 0
TOTAL 811,793 4,406,588 -11,864
FED FUNDS
JUL26 33,187 311,486 -8,475
AUG26 333,729 1,007,099 39,963
SEP26 58,754 214,024 20,447
OCT26 105,867 378,490 10,489
NOV26 65,443 248,911 13,094
DEC26 9,570 148,888 572
JAN27 34,817 200,087 4,032
FEB27 10,809 69,877 368
MAR27 2,445 17,730 -54
APR27 4,704 39,081 -316
MAY27 1,750 33,234 -43
JUN27 2,508 6,469 -1,369
JUL27 553 7,878 68
AUG27 346 3,619 98
SEP27 1 302 1
OCT27 91 681 17
NOV27 17 465 34
DEC27 0 1 0
TOTAL 664,591 2,688,322 78,926
Write to Linda Rice at csstat@dowjones.com