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 547,491 1,808,530 -3,315
DEC26 43,155 85,848 14,692
MAR27 44 58 25
TOTAL 590,690 1,894,436 11,402
ULTRA T-BOND FUTURES
SEP26 500,374 2,371,503 -53,449
DEC26 84,707 121,891 56,161
TOTAL 585,081 2,493,394 2,712
10-YR NOTE FUTURES
SEP26 1,800,544 5,398,328 17,765
DEC26 95,512 198,278 44,639
MAR27 40 133 34
TOTAL 1,896,096 5,596,739 62,438
ULTRA 10-YR NOTE FUTURES
SEP26 534,043 2,511,227 -9,405
DEC26 24,449 43,043 11,274
TOTAL 558,492 2,554,270 1,869
5-YR NOTE FUTURES
SEP26 1,260,842 6,334,431 22,019
DEC26 134,400 269,629 57,690
TOTAL 1,395,242 6,604,060 79,709
2-YR NOTE FUTURES
SEP26 788,796 4,317,782 -24,744
DEC26 66,601 114,667 26,116
MAR27 0 2 0
TOTAL 855,397 4,432,451 1,372
FED FUNDS
AUG26 4,603 807,848 6,984
SEP26 10,801 241,416 -1,720
OCT26 48,611 544,043 3,623
NOV26 40,553 270,874 8,616
DEC26 9,766 176,785 3,573
JAN27 43,500 271,196 7,366
FEB27 39,938 105,636 18,148
MAR27 4,983 24,537 1,184
APR27 6,714 51,300 1,309
MAY27 3,821 42,359 1,194
JUN27 1,259 5,529 14
JUL27 2,484 7,761 -264
AUG27 514 5,781 1,102
SEP27 120 1,169 70
OCT27 191 809 -106
NOV27 2 823 0
DEC27 0 94 0
TOTAL 217,860 2,557,960 51,093
Write to Valena Henderson at csstat@dowjones.com