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 1,043,259 1,873,435 -25,882
MAR27 749 1,860 512
JUN27 2 26 0
TOTAL 1,044,010 1,875,321 -25,370
ULTRA T-BOND FUTURES
DEC26 773,080 2,471,603 -11,145
TOTAL 773,080 2,471,603 -11,145
10-YR NOTE FUTURES
DEC26 3,880,764 5,709,845 -33,236
MAR27 1,360 2,588 805
TOTAL 3,882,124 5,712,433 -32,431
ULTRA 10-YR NOTE FUTURES
DEC26 1,160,973 2,589,001 25,283
MAR27 3 3 1
TOTAL 1,160,976 2,589,004 25,284
5-YR NOTE FUTURES
SEP26 0 0 -246
DEC26 2,720,249 6,845,712 -6,523
MAR27 1,468 1,429 1,380
TOTAL 2,721,717 6,847,141 -5,389
2-YR NOTE FUTURES
SEP26 0 14,584 -1,477
DEC26 1,989,203 4,461,501 25,460
MAR27 82 443 39
TOTAL 1,989,285 4,476,528 24,022
FED FUNDS
SEP26 0 334,008 0
OCT26 158,611 700,599 -14,280
NOV26 347,222 481,657 5,836
DEC26 217,532 233,980 223
JAN27 222,895 388,620 -4,589
FEB27 112,878 185,593 -1,647
MAR27 28,319 48,844 -1,532
APR27 48,908 100,150 2,473
MAY27 33,431 76,684 5,472
JUN27 7,766 21,721 -404
JUL27 17,691 32,829 1,231
AUG27 11,308 19,702 433
SEP27 4,400 6,476 359
OCT27 3,157 5,388 608
NOV27 977 3,081 238
DEC27 128 319 69
JAN28 216 664 169
FEB28 0 40 0
TOTAL 1,215,439 2,640,355 -5,341
Write to Valena Henderson at csstat@dowjones.com