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 479,962 1,856,169 -4,150
DEC26 3,240 13,692 722
MAR27 1 13 1
TOTAL 483,203 1,869,874 -3,427
ULTRA T-BOND FUTURES
SEP26 323,708 2,436,663 -8,711
DEC26 75 228 -1
TOTAL 323,783 2,436,891 -8,712
10-YR NOTE FUTURES
SEP26 1,859,393 5,229,216 -1,399
DEC26 22,822 36,161 6,885
MAR27 2 70 0
TOTAL 1,882,217 5,265,447 5,486
ULTRA 10-YR NOTE FUTURES
SEP26 496,439 2,518,153 -10,140
DEC26 156 381 110
TOTAL 496,595 2,518,534 -10,030
5-YR NOTE FUTURES
SEP26 1,471,748 6,333,403 39,926
DEC26 36,466 47,025 18,635
TOTAL 1,508,214 6,380,428 58,561
2-YR NOTE FUTURES
SEP26 943,609 4,393,094 -41,598
DEC26 342 7,218 263
MAR27 0 3 0
TOTAL 943,951 4,400,315 -41,335
FED FUNDS
JUL26 0 0 -310,924
AUG26 59,580 846,154 -18,444
SEP26 52,956 232,684 10,215
OCT26 113,912 458,802 6,286
NOV26 63,880 241,578 9,696
DEC26 11,338 150,334 32
JAN27 53,549 218,021 11,281
FEB27 21,892 80,233 982
MAR27 3,501 19,826 511
APR27 10,326 45,718 1,183
MAY27 6,609 38,464 -241
JUN27 2,314 7,260 -946
JUL27 3,056 8,209 -123
AUG27 2,181 4,040 308
SEP27 322 532 56
OCT27 167 745 8
NOV27 15 523 0
DEC27 0 1 0
TOTAL 405,598 2,353,124 -290,120
Write to Linda Rice at csstat@dowjones.com