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 1,095,383 1,822,926 14,396
DEC26 109,223 127,537 41,689
MAR27 7 59 1
TOTAL 1,204,613 1,950,522 56,086
ULTRA T-BOND FUTURES
SEP26 866,712 2,329,061 -42,442
DEC26 120,075 188,484 66,593
TOTAL 986,787 2,517,545 24,151
10-YR NOTE FUTURES
SEP26 2,812,348 5,284,571 -113,757
DEC26 319,076 295,225 96,947
MAR27 5 128 -5
TOTAL 3,131,429 5,579,924 -16,815
ULTRA 10-YR NOTE FUTURES
SEP26 940,994 2,521,074 9,847
DEC26 90,538 87,123 44,080
TOTAL 1,031,532 2,608,197 53,927
5-YR NOTE FUTURES
SEP26 2,076,801 6,260,304 -74,127
DEC26 207,010 372,898 103,269
TOTAL 2,283,811 6,633,202 29,142
2-YR NOTE FUTURES
SEP26 1,248,787 4,275,165 -42,617
DEC26 149,587 195,398 80,731
MAR27 1 3 1
TOTAL 1,398,375 4,470,566 38,115
FED FUNDS
AUG26 14,980 801,457 -6,391
SEP26 35,502 244,349 2,933
OCT26 129,617 546,430 2,387
NOV26 68,110 276,659 5,785
DEC26 25,972 178,102 1,317
JAN27 66,644 277,176 5,980
FEB27 60,645 107,758 2,122
MAR27 24,320 34,789 10,252
APR27 31,544 52,704 1,404
MAY27 12,678 40,099 -2,260
JUN27 3,389 5,492 -37
JUL27 3,191 8,547 786
AUG27 667 5,176 -605
SEP27 265 1,196 27
OCT27 441 1,151 342
NOV27 31 833 10
DEC27 0 94 0
TOTAL 477,996 2,582,012 24,052
Write to Linda Rice at csstat@dowjones.com