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 52 2,457 -8
DEC26 598,024 1,874,939 10,212
MAR27 75 236 -14
TOTAL 598,151 1,877,632 10,190
ULTRA T-BOND FUTURES
SEP26 582 6,965 0
DEC26 425,808 2,463,313 -193
TOTAL 426,390 2,470,278 -193
10-YR NOTE FUTURES
SEP26 732 40,811 -205
DEC26 2,828,907 5,359,751 23,699
MAR27 81 723 14
TOTAL 2,829,720 5,401,285 23,508
ULTRA 10-YR NOTE FUTURES
SEP26 697 18,038 -295
DEC26 782,345 2,573,866 -4,797
TOTAL 783,042 2,591,904 -5,092
5-YR NOTE FUTURES
SEP26 450 14,907 -22
DEC26 2,330,407 6,434,633 85,325
MAR27 1 24 1
TOTAL 2,330,858 6,449,564 85,304
2-YR NOTE FUTURES
SEP26 4,012 46,744 -1,184
DEC26 1,676,803 4,393,211 7,649
MAR27 26 258 12
TOTAL 1,680,841 4,440,213 6,477
FED FUNDS
SEP26 106,690 303,768 26,339
OCT26 480,179 791,103 13,031
NOV26 430,365 395,799 4,789
DEC26 51,168 218,948 2,785
JAN27 195,329 347,680 9,376
FEB27 109,779 178,381 -30
MAR27 28,952 54,318 6,811
APR27 60,582 75,566 7,058
MAY27 29,594 55,935 5,175
JUN27 8,460 17,101 1,097
JUL27 24,181 25,301 7,257
AUG27 10,014 12,861 1,666
SEP27 1,086 5,535 301
OCT27 1,909 3,265 121
NOV27 373 1,630 104
DEC27 53 163 23
JAN28 1 54 0
FEB28 0 40 0
TOTAL 1,538,715 2,487,448 85,903
Write to Linda Rice at csstat@dowjones.com