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 139 2,405 -52
DEC26 451,842 1,869,818 -5,121
MAR27 17 234 -2
TOTAL 451,998 1,872,457 -5,175
ULTRA T-BOND FUTURES
SEP26 361 6,965 0
DEC26 332,980 2,466,512 3,199
TOTAL 333,341 2,473,477 3,199
10-YR NOTE FUTURES
SEP26 744 40,668 -143
DEC26 2,191,000 5,416,320 56,569
MAR27 5 724 1
TOTAL 2,191,749 5,457,712 56,427
ULTRA 10-YR NOTE FUTURES
SEP26 456 17,776 -262
DEC26 630,782 2,587,811 13,945
TOTAL 631,238 2,605,587 13,683
5-YR NOTE FUTURES
SEP26 359 14,401 -506
DEC26 1,668,703 6,465,000 30,367
MAR27 1 25 1
TOTAL 1,669,063 6,479,426 29,862
2-YR NOTE FUTURES
SEP26 3,830 45,982 -762
DEC26 1,033,327 4,406,879 13,668
MAR27 19 259 1
TOTAL 1,037,176 4,453,120 12,907
FED FUNDS
SEP26 117,608 322,852 19,084
OCT26 184,919 727,149 -63,954
NOV26 159,688 380,046 -15,753
DEC26 29,697 225,745 6,797
JAN27 84,950 341,918 -5,762
FEB27 94,077 168,972 -9,409
MAR27 8,174 53,298 -1,020
APR27 32,312 74,131 -1,435
MAY27 23,201 60,303 4,368
JUN27 4,401 17,554 453
JUL27 7,286 27,416 2,115
AUG27 5,419 13,798 937
SEP27 651 5,569 34
OCT27 1,285 2,952 -313
NOV27 426 1,844 214
DEC27 5 162 -1
JAN28 1 55 1
FEB28 0 40 0
TOTAL 754,100 2,423,804 -63,644
Write to Linda Rice at csstat@dowjones.com