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 97 2,304 -91
DEC26 381,428 1,877,411 2,568
MAR27 4 238 1
TOTAL 381,529 1,879,953 2,478
ULTRA T-BOND FUTURES
SEP26 1,164 1,692 230
DEC26 244,836 2,469,932 7,243
TOTAL 246,000 2,471,624 7,473
10-YR NOTE FUTURES
SEP26 627 20,195 -200
DEC26 1,602,290 5,377,805 21,289
MAR27 2 727 1
TOTAL 1,602,919 5,398,727 21,090
ULTRA 10-YR NOTE FUTURES
SEP26 5,213 861 -5,210
DEC26 521,041 2,597,333 10,186
TOTAL 526,254 2,598,194 4,976
5-YR NOTE FUTURES
SEP26 183 1,471 -1,857
DEC26 1,215,398 6,557,679 3,940
MAR27 16 24 -1
TOTAL 1,215,597 6,559,174 2,082
2-YR NOTE FUTURES
SEP26 9,704 39,716 -5,936
DEC26 866,923 4,481,326 23,318
MAR27 3 259 1
TOTAL 876,630 4,521,301 17,383
FED FUNDS
SEP26 4,886 314,718 453
OCT26 68,250 721,361 -6,647
NOV26 68,535 399,821 8,035
DEC26 12,959 227,434 731
JAN27 53,168 370,038 14,262
FEB27 31,066 170,386 819
MAR27 4,110 52,908 -331
APR27 17,004 85,772 2,909
MAY27 9,638 62,153 911
JUN27 2,353 18,145 358
JUL27 3,054 28,051 55
AUG27 1,661 13,790 225
SEP27 416 5,896 312
OCT27 365 3,087 -95
NOV27 91 2,112 -9
DEC27 345 213 -88
JAN28 0 55 0
FEB28 0 40 0
TOTAL 277,901 2,475,980 21,900
Write to Valena Henderson at csstat@dowjones.com