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 709,785 1,882,154 8,719
MAR27 338 1,928 68
JUN27 9 34 8
TOTAL 710,132 1,884,116 8,795
ULTRA T-BOND FUTURES
DEC26 546,185 2,442,012 -29,591
TOTAL 546,185 2,442,012 -29,591
10-YR NOTE FUTURES
DEC26 3,452,059 5,701,774 -8,071
MAR27 400 2,718 130
TOTAL 3,452,459 5,704,492 -7,941
ULTRA 10-YR NOTE FUTURES
DEC26 1,051,309 2,598,894 9,893
MAR27 0 3 0
TOTAL 1,051,309 2,598,897 9,893
5-YR NOTE FUTURES
SEP26 0 0 0
DEC26 2,757,578 6,802,357 -43,355
MAR27 422 1,788 359
TOTAL 2,758,000 6,804,145 -42,996
2-YR NOTE FUTURES
SEP26 0 0 -14,584
DEC26 1,525,435 4,448,728 -12,773
MAR27 69 425 -18
TOTAL 1,525,504 4,449,153 -27,375
FED FUNDS
SEP26 0 0 -334,008
OCT26 154,977 682,185 -18,414
NOV26 296,043 524,225 42,568
DEC26 60,331 224,172 -9,808
JAN27 191,405 388,196 -424
FEB27 87,243 182,744 -2,849
MAR27 15,445 48,434 -410
APR27 35,176 99,554 -596
MAY27 23,089 82,147 5,463
JUN27 5,429 20,884 -837
JUL27 6,242 32,993 164
AUG27 5,811 19,680 -22
SEP27 1,165 6,539 63
OCT27 1,681 5,394 6
NOV27 969 3,387 306
DEC27 108 276 -43
JAN28 49 709 45
FEB28 0 40 0
TOTAL 885,163 2,321,559 -318,796
Write to Linda Rice at csstat@dowjones.com