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 505,492 1,895,756 -5,648
MAR27 129 2,276 1
JUN27 0 35 0
TOTAL 505,621 1,898,067 -5,647
ULTRA T-BOND FUTURES
DEC26 391,525 2,404,292 -28,317
MAR27 6 55 6
JUN27 0 30 0
TOTAL 391,531 2,404,377 -28,311
10-YR NOTE FUTURES
DEC26 2,218,992 5,739,987 21,253
MAR27 838 3,003 59
TOTAL 2,219,830 5,742,990 21,312
ULTRA 10-YR NOTE FUTURES
DEC26 679,943 2,593,052 -8,411
MAR27 1 4 1
TOTAL 679,944 2,593,056 -8,410
5-YR NOTE FUTURES
DEC26 1,434,374 6,756,714 -17,491
MAR27 75 1,910 20
TOTAL 1,434,449 6,758,624 -17,471
2-YR NOTE FUTURES
DEC26 798,208 4,485,385 35,126
MAR27 2 426 0
TOTAL 798,210 4,485,811 35,126
FED FUNDS
OCT26 47,095 684,000 5,221
NOV26 61,196 539,470 11,107
DEC26 16,689 226,756 4,443
JAN27 42,858 382,095 -7,382
FEB27 21,995 182,238 -2,602
MAR27 3,610 47,938 -388
APR27 11,896 99,886 229
MAY27 12,307 87,474 4,493
JUN27 1,425 21,055 -274
JUL27 4,977 34,960 1,641
AUG27 1,469 20,698 564
SEP27 487 6,635 23
OCT27 661 5,482 32
NOV27 479 3,412 75
DEC27 26 304 0
JAN28 495 819 -28
FEB28 0 40 0
TOTAL 227,665 2,343,262 17,154
Write to Valena Henderson at csstat@dowjones.com