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 637,962 1,909,985 14,229
MAR27 238 2,381 105
JUN27 1 36 1
TOTAL 638,201 1,912,402 14,335
ULTRA T-BOND FUTURES
DEC26 531,109 2,392,039 -12,253
MAR27 6 57 2
JUN27 0 30 0
TOTAL 531,115 2,392,126 -12,251
10-YR NOTE FUTURES
DEC26 2,586,361 5,767,399 27,412
MAR27 1,511 4,032 1,029
TOTAL 2,587,872 5,771,431 28,441
ULTRA 10-YR NOTE FUTURES
DEC26 1,039,511 2,633,444 40,392
MAR27 0 4 0
TOTAL 1,039,511 2,633,448 40,392
5-YR NOTE FUTURES
DEC26 1,509,968 6,758,119 1,405
MAR27 263 2,127 217
TOTAL 1,510,231 6,760,246 1,622
2-YR NOTE FUTURES
DEC26 887,417 4,486,524 1,139
MAR27 1 425 -1
TOTAL 887,418 4,486,949 1,138
FED FUNDS
OCT26 16,106 683,894 -106
NOV26 78,897 563,226 23,756
DEC26 36,651 225,651 -1,105
JAN27 50,741 384,857 2,762
FEB27 39,203 183,069 831
MAR27 6,230 48,680 742
APR27 15,447 99,101 -785
MAY27 7,222 88,107 633
JUN27 1,568 21,365 310
JUL27 3,027 34,803 -157
AUG27 1,315 20,828 130
SEP27 1,034 6,591 -44
OCT27 745 5,864 382
NOV27 280 3,410 -2
DEC27 275 570 266
JAN28 243 925 106
FEB28 1 41 1
TOTAL 258,985 2,370,982 27,720
Write to Linda Rice at csstat@dowjones.com