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 0 2,304 0
DEC26 786,325 1,869,400 -35,597
MAR27 298 1,076 69
TOTAL 786,623 1,872,780 -35,528
ULTRA T-BOND FUTURES
SEP26 0 1,692 0
DEC26 543,937 2,495,702 -9,819
TOTAL 543,937 2,497,394 -9,819
10-YR NOTE FUTURES
SEP26 0 20,195 0
DEC26 3,159,565 5,693,247 75,654
MAR27 313 1,149 101
TOTAL 3,159,878 5,714,591 75,755
ULTRA 10-YR NOTE FUTURES
SEP26 0 861 0
DEC26 851,650 2,570,699 -17,296
TOTAL 851,650 2,571,560 -17,296
5-YR NOTE FUTURES
SEP26 68 311 -803
DEC26 1,967,594 6,794,003 -5,026
MAR27 25 46 12
TOTAL 1,967,687 6,794,360 -5,817
2-YR NOTE FUTURES
SEP26 402 16,356 -14,632
DEC26 1,169,240 4,525,942 -24,747
MAR27 16 305 -2
TOTAL 1,169,658 4,542,603 -39,381
FED FUNDS
SEP26 1,287 322,622 -223
OCT26 47,299 710,758 5,548
NOV26 102,614 419,680 13,944
DEC26 28,091 232,324 3,468
JAN27 64,990 383,795 6,286
FEB27 36,508 178,563 -1,551
MAR27 6,047 52,309 -710
APR27 24,283 95,169 8,293
MAY27 14,524 69,659 1,597
JUN27 3,188 21,850 425
JUL27 3,548 29,101 340
AUG27 3,073 16,068 561
SEP27 357 5,609 55
OCT27 937 4,155 236
NOV27 653 2,015 -32
DEC27 10 250 2
JAN28 157 349 144
FEB28 0 40 0
TOTAL 337,566 2,544,316 38,383
Write to Linda Rice at csstat@dowjones.com